+151.0%
KR vs CP
+257.3%
-106.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.6% | +2.1% | +2.4% | +4.2% |
| 30D | +12.2% | +9.3% | +2.9% | +10.8% |
| 3M | +24.6% | +0.5% | +24.1% | +24.4% |
| 6M | +8.2% | +10.4% | -2.2% | +6.6% |
| YTD | +15.3% | +28.7% | -13.4% | +10.9% |
| 1Y | +9.8% | +33.2% | -23.4% | +5.0% |
| 3Y | +71.4% | +38.4% | +32.9% | +61.0% |
| 5Y | +85.1% | +26.2% | +58.9% | +75.1% |
| All | +151.0% | +257.3% | -106.3% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling