+4,200.1%
KR vs CTAS
+23,132.7%
-18,932.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | -8.5% | +15.8% | -24.3% | -11.3% |
| 6M | -21.9% | -1.0% | -20.9% | -21.9% |
| YTD | -6.9% | +7.4% | -14.3% | -8.5% |
| 1Y | -14.0% | -0.1% | -13.8% | -14.3% |
| 3Y | +30.3% | +66.3% | -36.0% | +15.8% |
| 5Y | +37.7% | +111.0% | -73.2% | +15.7% |
| 10Y | +125.2% | +662.9% | -537.7% | +35.2% |
| All | +4,200.1% | +23,132.7% | -18,932.6% | +952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling