+5,222.5%
KR vs CMS
+478.1%
+4,744.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +4.6% | +1.7% | +2.8% | +4.2% |
| 30D | +12.2% | +6.2% | +6.0% | +10.8% |
| 3M | +24.6% | +0.6% | +23.9% | +24.4% |
| 6M | +8.2% | -1.8% | +9.9% | +8.6% |
| YTD | +15.3% | +3.8% | +11.4% | +14.3% |
| 1Y | +9.8% | -1.8% | +11.5% | +10.1% |
| 3Y | +71.4% | +39.8% | +31.5% | +59.0% |
| 5Y | +85.1% | +37.1% | +47.9% | +71.9% |
| 10Y | +159.4% | +138.6% | +20.8% | +110.6% |
| All | +5,222.5% | +478.1% | +4,744.4% | +3,252.8% |
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 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