+42.0%
KR vs CF
+227.0%
-185.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.5% |
| 7D | +1.5% | +6.0% | -4.5% | +0.8% |
| 30D | +4.1% | +14.8% | -10.8% | +2.3% |
| 3M | -5.2% | +14.1% | -19.3% | -6.9% |
| 6M | -12.8% | +28.5% | -41.3% | -15.9% |
| YTD | -4.6% | +74.9% | -79.6% | -11.1% |
| 1Y | -11.7% | +61.7% | -73.4% | -17.2% |
| 3Y | +36.3% | +80.3% | -44.1% | +24.5% |
| All | +42.0% | +227.0% | -185.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling