+4,304.6%
KR vs CL
+4,870.0%
-565.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +1.5% | -2.2% | +3.7% | +2.3% |
| 30D | +4.1% | -4.8% | +8.9% | +5.9% |
| 3M | -5.2% | +4.9% | -10.1% | -6.8% |
| 6M | -12.8% | -5.7% | -7.1% | -11.3% |
| YTD | -4.6% | +14.4% | -19.0% | -9.3% |
| 1Y | -11.7% | +8.7% | -20.4% | -14.6% |
| 3Y | +36.3% | +30.0% | +6.3% | +23.1% |
| 5Y | +40.0% | +28.4% | +11.6% | +26.5% |
| 10Y | +122.2% | +50.1% | +72.1% | +85.4% |
| All | +4,304.6% | +4,870.0% | -565.3% | +760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling