+10.6%
KR vs CRH
-13.9%
+24.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +3.3% |
| 7D | +6.1% | +14.2% | -8.1% | +6.7% |
| 30D | +17.3% | +19.5% | -2.2% | +18.4% |
| 3M | +20.2% | +0.4% | +19.8% | +19.5% |
| 6M | +3.3% | -10.1% | +13.5% | +1.5% |
| YTD | +12.3% | -19.9% | +32.2% | +11.1% |
| 1Y | +10.6% | -14.8% | +25.5% | +9.1% |
| All | +10.6% | -13.9% | +24.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling