+540.8%
KR vs CG
+323.7%
+217.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.1% |
| 7D | -3.1% | -6.4% | +3.4% | -2.6% |
| 30D | +0.6% | -7.1% | +7.7% | +1.1% |
| 3M | -9.8% | -1.6% | -8.2% | -9.8% |
| 6M | -22.1% | -8.3% | -13.8% | -21.9% |
| YTD | -8.1% | -23.8% | +15.7% | -6.8% |
| 1Y | -14.7% | -28.7% | +14.1% | -13.1% |
| 3Y | +28.6% | +49.2% | -20.6% | +21.0% |
| 5Y | +36.4% | +5.5% | +30.9% | +30.2% |
| 10Y | +120.8% | +331.2% | -210.5% | +69.9% |
| All | +540.8% | +323.7% | +217.1% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling