+746.3%
KR vs CNC
+5,485.4%
-4,739.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | +5.1% | -1.0% | +6.0% | +5.1% |
| 3M | -8.2% | +4.5% | -12.7% | -8.7% |
| 6M | -18.0% | +85.2% | -103.2% | -23.5% |
| YTD | -4.8% | +61.4% | -66.2% | -10.2% |
| 1Y | -11.0% | +94.9% | -105.9% | -18.1% |
| 3Y | +37.7% | 0.0% | +37.7% | +33.3% |
| 5Y | +52.8% | +11.2% | +41.6% | +45.3% |
| 10Y | +128.8% | +98.7% | +30.1% | +96.9% |
| All | +746.3% | +5,485.4% | -4,739.1% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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