+272.2%
KR vs CNH
+64.7%
+207.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.2% |
| 7D | +1.5% | +23.3% | -21.8% | -0.1% |
| 30D | +4.1% | +33.5% | -29.4% | +1.8% |
| 3M | -5.2% | +32.7% | -37.9% | -7.3% |
| 6M | -12.8% | +22.2% | -35.0% | -14.4% |
| YTD | -4.6% | +57.7% | -62.3% | -8.3% |
| 1Y | -11.7% | +28.0% | -39.7% | -13.8% |
| 3Y | +36.3% | +11.5% | +24.7% | +33.3% |
| 5Y | +40.0% | +11.9% | +28.1% | +35.2% |
| 10Y | +122.2% | +162.8% | -40.6% | +91.9% |
| All | +272.2% | +64.7% | +207.5% | +239.6% |
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