+9.8%
KR vs CFG
+28.3%
-18.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +4.6% | +3.2% | +1.4% | +4.7% |
| 30D | +12.2% | +5.1% | +7.1% | +12.6% |
| 3M | +24.6% | -11.2% | +35.8% | +23.0% |
| 6M | +8.2% | +9.6% | -1.4% | +10.7% |
| YTD | +15.3% | +15.0% | +0.3% | +17.6% |
| 1Y | +9.8% | +29.9% | -20.1% | +11.8% |
| All | +9.8% | +28.3% | -18.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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