+60.3%
KR vs CF
+57.7%
+2.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | +14.3% | +4.3% | +9.9% | +13.6% |
| 3M | +18.9% | +2.8% | +16.1% | +18.3% |
| 6M | +3.8% | +0.6% | +3.2% | +3.2% |
| YTD | +10.2% | +56.6% | -46.4% | +5.2% |
| 1Y | +9.2% | +49.6% | -40.5% | +4.4% |
| 3Y | +60.3% | +61.5% | -1.2% | +49.1% |
| All | +60.3% | +57.7% | +2.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling