+4,297.1%
KR vs CP
+7,468.4%
-3,171.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | +5.1% | -3.7% | +8.8% | +5.8% |
| 3M | -8.2% | +0.1% | -8.3% | -8.2% |
| 6M | -18.0% | +7.8% | -25.8% | -19.4% |
| YTD | -4.8% | +21.7% | -26.5% | -8.7% |
| 1Y | -11.0% | +18.6% | -29.7% | -14.4% |
| 3Y | +37.7% | +17.5% | +20.1% | +31.0% |
| 5Y | +52.8% | +35.4% | +17.4% | +40.1% |
| 10Y | +128.8% | +230.2% | -101.4% | +67.7% |
| All | +4,297.1% | +7,468.4% | -3,171.3% | +1,045.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling