+52.0%
KR vs CG
-2.7%
+54.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.7% |
| 7D | -0.2% | -9.9% | +9.7% | 0.0% |
| 30D | +5.1% | -11.7% | +16.7% | +5.2% |
| 3M | -8.2% | -4.3% | -3.9% | -8.1% |
| 6M | -18.0% | -8.8% | -9.2% | -17.9% |
| YTD | -4.8% | -26.9% | +22.1% | -4.4% |
| 1Y | -11.0% | -35.4% | +24.4% | -10.5% |
| 3Y | +37.7% | +43.0% | -5.4% | +32.1% |
| All | +52.0% | -2.7% | +54.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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