+4,200.1%
KR vs CNP
+1,848.2%
+2,351.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | -8.5% | -3.6% | -5.0% | -8.1% |
| 6M | -21.9% | -6.9% | -14.9% | -21.0% |
| YTD | -6.9% | +6.4% | -13.3% | -7.8% |
| 1Y | -14.0% | +9.9% | -23.9% | -15.3% |
| 3Y | +30.3% | +53.1% | -22.8% | +21.7% |
| 5Y | +37.7% | +72.0% | -34.2% | +26.2% |
| 10Y | +125.2% | +131.5% | -6.3% | +91.1% |
| All | +4,200.1% | +1,848.2% | +2,351.9% | +2,113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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