+897.6%
KR vs CF
+5,310.1%
-4,412.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +10.3% | +6.9% | +3.4% | +9.5% |
| 3M | +20.7% | +4.8% | +15.9% | +19.9% |
| 6M | +4.9% | +4.7% | +0.2% | +4.0% |
| YTD | +10.7% | +56.5% | -45.8% | +4.9% |
| 1Y | +7.2% | +48.4% | -41.3% | +2.0% |
| 3Y | +65.7% | +59.1% | +6.5% | +55.1% |
| 5Y | +80.8% | +109.5% | -28.7% | +62.2% |
| 10Y | +159.6% | +487.0% | -327.4% | +100.2% |
| All | +897.6% | +5,310.1% | -4,412.6% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling