-13.1%
KR vs CNH
+20.2%
-33.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.7% |
| 30D | +1.9% | +27.0% | -25.1% | +2.8% |
| 3M | -11.0% | +32.6% | -43.7% | -10.0% |
| 6M | -20.2% | +23.6% | -43.8% | -19.3% |
| YTD | -7.3% | +47.8% | -55.1% | -5.2% |
| 1Y | -13.1% | +21.3% | -34.4% | -14.5% |
| All | -13.1% | +20.2% | -33.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling