+133.4%
KR vs CGNX
+193.6%
-60.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.6% |
| 7D | -0.2% | +3.2% | -3.3% | -0.3% |
| 30D | +5.1% | +6.0% | -0.9% | +4.8% |
| 3M | -8.2% | +3.5% | -11.7% | -8.4% |
| 6M | -18.0% | +26.3% | -44.3% | -19.1% |
| YTD | -4.8% | +79.2% | -84.0% | -8.1% |
| 1Y | -11.0% | +43.8% | -54.8% | -13.3% |
| 3Y | +37.7% | +52.0% | -14.3% | +32.5% |
| 5Y | +52.8% | -24.0% | +76.8% | +53.8% |
| All | +133.4% | +193.6% | -60.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling