+133.4%
KR vs CRL
+256.1%
-122.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -0.2% | -3.5% | +3.4% | -0.1% |
| 30D | +5.1% | -2.1% | +7.2% | +5.1% |
| 3M | -8.2% | +48.0% | -56.1% | -9.1% |
| 6M | -18.0% | +64.7% | -82.7% | -19.2% |
| YTD | -4.8% | +39.5% | -44.3% | -5.7% |
| 1Y | -11.0% | +74.2% | -85.2% | -12.8% |
| 3Y | +37.7% | +39.4% | -1.7% | +35.5% |
| 5Y | +52.8% | -36.9% | +89.7% | +57.2% |
| All | +133.4% | +256.1% | -122.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling