+36.4%
KR vs CI
+43.3%
-7.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | +0.6% | +0.5% | +0.1% | +0.5% |
| 3M | -9.8% | -5.2% | -4.6% | -9.0% |
| 6M | -22.1% | +4.3% | -26.5% | -22.8% |
| YTD | -8.1% | +2.8% | -10.9% | -8.8% |
| 1Y | -14.7% | -5.8% | -8.8% | -14.3% |
| 3Y | +28.6% | +4.7% | +23.8% | +25.2% |
| 5Y | +36.4% | +42.7% | -6.3% | +18.6% |
| All | +36.4% | +43.3% | -7.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling