+906.2%
KR vs CF
+5,449.8%
-4,543.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | +2.7% | +4.8% | -2.1% | +2.1% |
| 30D | +11.3% | +9.7% | +1.6% | +10.1% |
| 3M | +22.3% | +1.2% | +21.0% | +21.9% |
| 6M | +5.8% | +7.4% | -1.6% | +4.6% |
| YTD | +11.7% | +60.5% | -48.8% | +5.5% |
| 1Y | +8.9% | +50.7% | -41.9% | +3.5% |
| 3Y | +67.1% | +64.8% | +2.3% | +55.9% |
| 5Y | +80.0% | +115.8% | -35.8% | +61.1% |
| 10Y | +156.3% | +481.0% | -324.8% | +97.9% |
| All | +906.2% | +5,449.8% | -4,543.6% | +441.0% |
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