+32.8%
KR vs CFG
+182.2%
-149.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | +0.6% | -4.5% | +5.2% | +0.5% |
| 3M | -9.8% | +6.3% | -16.1% | -9.6% |
| 6M | -22.1% | +20.6% | -42.7% | -21.6% |
| YTD | -8.1% | +21.2% | -29.3% | -7.6% |
| 1Y | -14.7% | +38.2% | -52.8% | -14.2% |
| All | +32.8% | +182.2% | -149.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling