-14.7%
KR vs CF
+65.9%
-80.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | -3.1% | -0.8% | -2.2% | -2.9% |
| 30D | +0.6% | +14.3% | -13.7% | -1.7% |
| 3M | -9.8% | +27.9% | -37.6% | -13.8% |
| 6M | -22.1% | +25.5% | -47.7% | -26.2% |
| YTD | -8.1% | +81.2% | -89.3% | -18.5% |
| 1Y | -14.7% | +66.5% | -81.2% | -24.2% |
| All | -14.7% | +65.9% | -80.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling