+1,377.7%
KR vs CNI
+6,516.9%
-5,139.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +5.1% | -2.7% | +7.7% | +5.7% |
| 3M | -8.2% | +3.9% | -12.1% | -9.1% |
| 6M | -18.0% | +16.4% | -34.3% | -21.2% |
| YTD | -4.8% | +25.8% | -30.6% | -10.4% |
| 1Y | -11.0% | +32.4% | -43.4% | -17.5% |
| 3Y | +37.7% | +19.1% | +18.6% | +29.6% |
| 5Y | +52.8% | +13.6% | +39.2% | +44.0% |
| 10Y | +128.8% | +136.8% | -8.0% | +70.3% |
| All | +1,377.7% | +6,516.9% | -5,139.1% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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