+5,222.5%
KR vs CP
+7,903.1%
-2,680.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.6% | +2.1% | +2.4% | +4.1% |
| 30D | +12.2% | +9.3% | +2.9% | +10.3% |
| 3M | +24.6% | +0.5% | +24.1% | +24.4% |
| 6M | +8.2% | +10.4% | -2.2% | +6.0% |
| YTD | +15.3% | +28.7% | -13.4% | +9.3% |
| 1Y | +9.8% | +33.2% | -23.4% | +3.3% |
| 3Y | +71.4% | +38.4% | +32.9% | +57.8% |
| 5Y | +85.1% | +26.2% | +58.9% | +72.3% |
| 10Y | +159.4% | +258.4% | -99.0% | +87.2% |
| All | +5,222.5% | +7,903.1% | -2,680.6% | +1,270.9% |
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