+36.4%
KR vs CMS
+23.1%
+13.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | +0.6% | -1.3% | +1.9% | +1.1% |
| 3M | -9.8% | -5.4% | -4.4% | -7.8% |
| 6M | -22.1% | -10.3% | -11.8% | -18.8% |
| YTD | -8.1% | -0.2% | -7.9% | -8.2% |
| 1Y | -14.7% | -0.9% | -13.8% | -14.6% |
| 3Y | +28.6% | +34.0% | -5.4% | +14.0% |
| 5Y | +36.4% | +23.6% | +12.8% | +22.7% |
| All | +36.4% | +23.1% | +13.3% | +22.7% |
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