+133.4%
KR vs CRS
+1,392.1%
-1,258.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -0.2% | -6.8% | +6.6% | +0.1% |
| 30D | +5.1% | -16.1% | +21.2% | +5.9% |
| 3M | -8.2% | -21.2% | +13.0% | -7.3% |
| 6M | -18.0% | +8.7% | -26.7% | -18.8% |
| YTD | -4.8% | +41.0% | -45.7% | -7.3% |
| 1Y | -11.0% | +82.7% | -93.7% | -15.0% |
| 3Y | +37.7% | +604.8% | -567.1% | +17.1% |
| 5Y | +52.8% | +1,384.7% | -1,331.9% | +20.8% |
| All | +133.4% | +1,392.1% | -1,258.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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