+83.2%
KR vs CMS
+34.1%
+49.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +11.1% | +6.6% | +4.5% | +8.4% |
| 3M | +24.4% | +0.8% | +23.6% | +23.9% |
| 6M | +8.5% | -3.3% | +11.9% | +10.0% |
| YTD | +13.1% | +2.7% | +10.4% | +11.8% |
| 1Y | +9.3% | -4.0% | +13.3% | +10.8% |
| 3Y | +69.3% | +37.6% | +31.7% | +48.5% |
| 5Y | +83.2% | +35.4% | +47.8% | +55.8% |
| All | +83.2% | +34.1% | +49.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling