+68.2%
KR vs CL
+38.6%
+29.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | -0.8% | +1.5% | +1.1% |
| 30D | +11.1% | +9.5% | +1.5% | +7.2% |
| 3M | +24.4% | +6.8% | +17.6% | +21.2% |
| 6M | +8.5% | +14.3% | -5.7% | +3.1% |
| YTD | +13.1% | +27.0% | -13.9% | +2.7% |
| 1Y | +9.3% | +26.3% | -17.0% | -0.6% |
| All | +68.2% | +38.6% | +29.6% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling