+37.7%
KR vs CRS
+612.2%
-574.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.6% |
| 7D | -0.2% | -6.8% | +6.6% | -0.5% |
| 30D | +5.1% | -16.1% | +21.2% | +4.2% |
| 3M | -8.2% | -21.2% | +13.0% | -9.1% |
| 6M | -18.0% | +8.7% | -26.7% | -17.8% |
| YTD | -4.8% | +41.0% | -45.7% | -4.4% |
| 1Y | -11.0% | +82.7% | -93.7% | -10.4% |
| 3Y | +37.7% | +604.8% | -567.1% | +33.3% |
| All | +37.7% | +612.2% | -574.6% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling