+52.0%
KR vs CPB
-41.0%
+93.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.3% |
| 30D | +5.1% | -7.1% | +12.1% | +7.2% |
| 3M | -8.2% | -6.0% | -2.1% | -6.9% |
| 6M | -18.0% | -5.3% | -12.7% | -17.3% |
| YTD | -4.8% | -20.8% | +16.1% | +1.6% |
| 1Y | -11.0% | -33.8% | +22.8% | +0.4% |
| 3Y | +37.7% | -43.7% | +81.4% | +61.2% |
| All | +52.0% | -41.0% | +93.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling