+2,406.7%
KR vs COR
+17,211.5%
-14,804.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +1.5% | +1.5% | 0.0% | +1.2% |
| 3M | -8.5% | +18.7% | -27.2% | -11.3% |
| 6M | -21.9% | -9.0% | -12.8% | -20.9% |
| YTD | -6.9% | -3.3% | -3.6% | -7.0% |
| 1Y | -14.0% | +9.8% | -23.8% | -16.1% |
| 3Y | +30.3% | +87.4% | -57.1% | +15.2% |
| 5Y | +37.7% | +180.5% | -142.8% | +13.3% |
| 10Y | +125.2% | +398.1% | -273.0% | +63.3% |
| All | +2,406.7% | +17,211.5% | -14,804.8% | +1,138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling