+238.6%
KR vs CFG
+361.3%
-122.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +4.6% | +3.2% | +1.4% | +4.3% |
| 30D | +12.2% | +5.1% | +7.1% | +11.8% |
| 3M | +24.6% | -11.2% | +35.8% | +25.6% |
| 6M | +8.2% | +9.6% | -1.4% | +7.4% |
| YTD | +15.3% | +15.0% | +0.3% | +13.8% |
| 1Y | +9.8% | +29.9% | -20.1% | +7.3% |
| 3Y | +71.4% | +192.1% | -120.7% | +54.3% |
| 5Y | +85.1% | +62.3% | +22.8% | +73.7% |
| 10Y | +159.4% | +219.2% | -59.8% | +124.2% |
| All | +238.6% | +361.3% | -122.7% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling