+349.8%
KR vs CNH
+36.2%
+313.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.6% | +3.0% | +1.6% | +4.3% |
| 30D | +12.2% | -0.6% | +12.8% | +12.2% |
| 3M | +24.6% | +14.6% | +9.9% | +23.0% |
| 6M | +8.2% | +11.8% | -3.6% | +6.8% |
| YTD | +15.3% | +30.4% | -15.2% | +12.1% |
| 1Y | +9.8% | +19.1% | -9.3% | +7.5% |
| 3Y | +71.4% | +30.2% | +41.2% | +64.2% |
| 5Y | +85.1% | -17.8% | +102.9% | +82.9% |
| 10Y | +159.4% | +103.9% | +55.4% | +128.6% |
| All | +349.8% | +36.2% | +313.6% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling