+5,124.0%
KR vs CMS
+471.9%
+4,652.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +11.1% | +6.6% | +4.5% | +9.6% |
| 3M | +24.4% | +0.8% | +23.6% | +24.2% |
| 6M | +8.5% | -3.3% | +11.9% | +9.3% |
| YTD | +13.1% | +2.7% | +10.4% | +12.4% |
| 1Y | +9.3% | -4.0% | +13.3% | +10.2% |
| 3Y | +69.3% | +37.6% | +31.7% | +57.7% |
| 5Y | +83.2% | +35.4% | +47.8% | +70.7% |
| 10Y | +154.6% | +136.0% | +18.6% | +107.1% |
| All | +5,124.0% | +471.9% | +4,652.2% | +3,198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling