+4,304.6%
KR vs CMS
+457.8%
+3,846.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +4.1% | -3.6% | +7.7% | +4.9% |
| 3M | -5.2% | -1.9% | -3.3% | -4.8% |
| 6M | -12.8% | -11.0% | -1.8% | -10.6% |
| YTD | -4.6% | +0.2% | -4.8% | -4.7% |
| 1Y | -11.7% | -1.3% | -10.4% | -11.5% |
| 3Y | +36.3% | +35.9% | +0.3% | +27.1% |
| 5Y | +40.0% | +23.1% | +16.9% | +32.9% |
| 10Y | +122.2% | +117.9% | +4.3% | +83.5% |
| All | +4,304.6% | +457.8% | +3,846.8% | +2,695.6% |
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