+37.7%
KR vs CTAS
+67.2%
-29.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +5.1% | -0.7% | +5.8% | +5.2% |
| 3M | -8.2% | +11.1% | -19.2% | -9.8% |
| 6M | -18.0% | +2.1% | -20.1% | -18.4% |
| YTD | -4.8% | +8.0% | -12.7% | -6.2% |
| 1Y | -11.0% | -0.5% | -10.6% | -11.1% |
| 3Y | +37.7% | +66.2% | -28.5% | +28.7% |
| All | +37.7% | +67.2% | -29.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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