+147.5%
KR vs CMS
+136.3%
+11.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | +14.9% | +5.3% | +9.7% | +13.4% |
| 3M | +25.4% | -0.3% | +25.7% | +25.5% |
| 6M | +9.3% | -4.0% | +13.4% | +10.6% |
| YTD | +13.7% | +2.1% | +11.5% | +13.0% |
| 1Y | +9.2% | -4.7% | +13.9% | +10.5% |
| 3Y | +70.1% | +36.8% | +33.3% | +56.7% |
| 5Y | +82.5% | +34.9% | +47.6% | +68.9% |
| All | +147.5% | +136.3% | +11.2% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling