+127.2%
KR vs CI
+144.3%
-17.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -2.7% | -1.3% | -1.3% | -2.5% |
| 30D | +1.9% | +3.1% | -1.2% | +1.4% |
| 3M | -11.0% | -4.5% | -6.5% | -10.5% |
| 6M | -20.2% | +8.3% | -28.5% | -21.3% |
| YTD | -7.3% | +3.8% | -11.1% | -8.0% |
| 1Y | -13.1% | -5.0% | -8.1% | -13.0% |
| 3Y | +29.7% | +5.8% | +24.0% | +26.8% |
| 5Y | +48.8% | +50.6% | -1.9% | +37.3% |
| All | +127.2% | +144.3% | -17.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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