+127.2%
KR vs CNH
+157.1%
-29.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -2.5% |
| 30D | +1.9% | +27.0% | -25.1% | +0.4% |
| 3M | -11.0% | +32.6% | -43.7% | -12.8% |
| 6M | -20.2% | +23.6% | -43.8% | -21.6% |
| YTD | -7.3% | +47.8% | -55.1% | -10.1% |
| 1Y | -13.1% | +21.3% | -34.4% | -14.6% |
| 3Y | +29.7% | +7.0% | +22.8% | +27.6% |
| 5Y | +48.8% | +10.2% | +38.6% | +44.2% |
| All | +127.2% | +157.1% | -29.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling