+82.5%
KR vs CFG
+61.9%
+20.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +0.5% | +1.6% | -1.1% | +0.5% |
| 30D | +14.9% | +3.3% | +11.7% | +14.7% |
| 3M | +25.4% | -11.5% | +36.9% | +26.1% |
| 6M | +9.3% | +6.2% | +3.1% | +9.0% |
| YTD | +13.7% | +14.3% | -0.6% | +12.7% |
| 1Y | +9.2% | +26.7% | -17.6% | +7.5% |
| 3Y | +70.1% | +187.8% | -117.7% | +51.7% |
| 5Y | +82.5% | +61.3% | +21.2% | +73.8% |
| All | +82.5% | +61.9% | +20.6% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling