+36.4%
KR vs CNH
+12.3%
+24.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.4% |
| 7D | -3.1% | +1.8% | -4.9% | -3.1% |
| 30D | +0.6% | +32.6% | -32.0% | -0.7% |
| 3M | -9.8% | +29.4% | -39.2% | -10.9% |
| 6M | -22.1% | +26.0% | -48.1% | -23.1% |
| YTD | -8.1% | +52.2% | -60.3% | -10.3% |
| 1Y | -14.7% | +23.9% | -38.5% | -15.7% |
| 3Y | +28.6% | +10.1% | +18.4% | +27.3% |
| 5Y | +36.4% | +13.2% | +23.2% | +29.5% |
| All | +36.4% | +12.3% | +24.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling