-11.7%
KR vs CP
+19.9%
-31.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.9% |
| 30D | +4.1% | +0.2% | +3.9% | +4.0% |
| 3M | -5.2% | +2.6% | -7.8% | -5.6% |
| 6M | -12.8% | +6.0% | -18.7% | -13.0% |
| YTD | -4.6% | +24.9% | -29.5% | -9.3% |
| 1Y | -11.7% | +20.1% | -31.8% | -15.6% |
| All | -11.7% | +19.9% | -31.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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