+133.4%
KR vs CMS
+118.9%
+14.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | +5.1% | -4.1% | +9.1% | +6.2% |
| 3M | -8.2% | -7.1% | -1.1% | -6.4% |
| 6M | -18.0% | -10.1% | -7.9% | -15.7% |
| YTD | -4.8% | -1.7% | -3.1% | -4.4% |
| 1Y | -11.0% | -3.4% | -7.6% | -10.3% |
| 3Y | +37.7% | +31.6% | +6.1% | +28.6% |
| 5Y | +52.8% | +23.3% | +29.5% | +44.6% |
| All | +133.4% | +118.9% | +14.5% | +112.6% |
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