+34.0%
KR vs CRL
+36.0%
-2.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.8% |
| 7D | -2.7% | -6.9% | +4.3% | -3.0% |
| 30D | +1.9% | -3.2% | +5.1% | +1.8% |
| 3M | -11.0% | +46.5% | -57.6% | -9.5% |
| 6M | -20.2% | +63.1% | -83.3% | -18.3% |
| YTD | -7.3% | +36.9% | -44.1% | -5.3% |
| 1Y | -13.1% | +78.1% | -91.2% | -10.9% |
| All | +34.0% | +36.0% | -2.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling