+669.6%
KR vs CRL
+1,379.5%
-709.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +1.5% | -1.0% | +2.5% | +1.6% |
| 30D | +4.1% | +10.7% | -6.6% | +3.1% |
| 3M | -5.2% | +55.3% | -60.5% | -9.3% |
| 6M | -12.8% | +60.7% | -73.4% | -17.2% |
| YTD | -4.6% | +44.6% | -49.2% | -8.7% |
| 1Y | -11.7% | +77.7% | -89.4% | -17.5% |
| 3Y | +36.3% | +37.6% | -1.4% | +27.9% |
| 5Y | +40.0% | -35.8% | +75.8% | +41.8% |
| 10Y | +122.2% | +241.7% | -119.5% | +72.4% |
| All | +669.6% | +1,379.5% | -709.9% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling