+37.7%
KR vs CTVA
+74.2%
-36.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.3% |
| 30D | +5.1% | +11.3% | -6.3% | +4.0% |
| 3M | -8.2% | +12.3% | -20.5% | -9.3% |
| 6M | -18.0% | +7.2% | -25.2% | -18.7% |
| YTD | -4.8% | +26.0% | -30.8% | -7.3% |
| 1Y | -11.0% | +16.0% | -27.1% | -12.7% |
| 3Y | +37.7% | +73.9% | -36.2% | +30.0% |
| All | +37.7% | +74.2% | -36.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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