+52.0%
KR vs CMI
+164.8%
-112.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +5.1% | -12.4% | +17.4% | +5.1% |
| 3M | -8.2% | -14.8% | +6.6% | -8.1% |
| 6M | -18.0% | +0.8% | -18.8% | -18.8% |
| YTD | -4.8% | +10.2% | -15.0% | -6.3% |
| 1Y | -11.0% | +37.4% | -48.5% | -14.2% |
| 3Y | +37.7% | +153.3% | -115.6% | +17.9% |
| All | +52.0% | +164.8% | -112.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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