+5,222.5%
KR vs CL
+5,512.1%
-289.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +4.6% | +3.2% | +1.4% | +3.4% |
| 30D | +12.2% | +8.0% | +4.2% | +9.3% |
| 3M | +24.6% | +7.9% | +16.7% | +21.4% |
| 6M | +8.2% | +14.7% | -6.5% | +3.2% |
| YTD | +15.3% | +29.2% | -13.9% | +5.1% |
| 1Y | +9.8% | +29.5% | -19.8% | -0.1% |
| 3Y | +71.4% | +40.7% | +30.7% | +50.8% |
| 5Y | +85.1% | +43.9% | +41.2% | +60.9% |
| 10Y | +159.4% | +87.2% | +72.1% | +101.0% |
| All | +5,222.5% | +5,512.1% | -289.5% | +897.3% |
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