-11.0%
KR vs CL
+6.7%
-17.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | +5.1% | -6.0% | +11.0% | +7.4% |
| 3M | -8.2% | -2.3% | -5.8% | -7.3% |
| 6M | -18.0% | -2.0% | -16.0% | -17.1% |
| YTD | -4.8% | +11.8% | -16.6% | -8.7% |
| 1Y | -11.0% | +5.8% | -16.9% | -10.7% |
| All | -11.0% | +6.7% | -17.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling