+37.7%
KR vs CRH
+70.5%
-32.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.8% |
| 7D | -0.2% | -6.1% | +5.9% | -0.5% |
| 30D | +5.1% | -9.3% | +14.3% | +4.5% |
| 3M | -8.2% | -15.2% | +7.0% | -8.9% |
| 6M | -18.0% | -14.2% | -3.8% | -18.5% |
| YTD | -4.8% | -28.3% | +23.5% | -5.9% |
| 1Y | -11.0% | -21.8% | +10.7% | -11.8% |
| 3Y | +37.7% | +71.6% | -34.0% | +37.2% |
| All | +37.7% | +70.5% | -32.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling