+127.2%
KR vs CP
+230.5%
-103.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -2.7% | -2.7% | 0.0% | -2.3% |
| 30D | +1.9% | -3.4% | +5.3% | +2.4% |
| 3M | -11.0% | -0.6% | -10.4% | -11.0% |
| 6M | -20.2% | +6.3% | -26.5% | -21.0% |
| YTD | -7.3% | +21.2% | -28.5% | -10.0% |
| 1Y | -13.1% | +20.0% | -33.1% | -15.6% |
| 3Y | +29.7% | +18.7% | +11.0% | +25.0% |
| 5Y | +48.8% | +34.8% | +14.0% | +40.0% |
| All | +127.2% | +230.5% | -103.3% | +85.3% |
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