-11.0%
KR vs COR
+9.0%
-20.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -2.8% | +2.7% | +0.3% |
| 30D | +5.1% | +2.6% | +2.5% | +4.7% |
| 3M | -8.2% | +14.5% | -22.6% | -9.8% |
| 6M | -18.0% | -7.8% | -10.2% | -19.3% |
| YTD | -4.8% | -4.2% | -0.5% | -7.4% |
| 1Y | -11.0% | +7.0% | -18.0% | -16.9% |
| All | -11.0% | +9.0% | -20.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling