+83.2%
KR vs CL
+40.8%
+42.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | +24.4% | +6.8% | +17.6% | +21.0% |
| 6M | +8.5% | +14.3% | -5.7% | +2.7% |
| YTD | +13.1% | +27.0% | -13.9% | +1.8% |
| 1Y | +9.3% | +26.3% | -17.0% | -1.5% |
| 3Y | +69.3% | +39.3% | +30.0% | +43.9% |
| 5Y | +83.2% | +41.5% | +41.7% | +55.4% |
| All | +83.2% | +40.8% | +42.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling