+154.6%
KR vs CVE
+144.4%
+10.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +11.1% | -10.8% | +21.9% | +11.5% |
| 3M | +24.4% | -4.3% | +28.7% | +24.5% |
| 6M | +8.5% | -1.5% | +10.0% | +8.4% |
| YTD | +13.1% | +70.7% | -57.6% | +10.5% |
| 1Y | +9.3% | +58.1% | -48.8% | +7.0% |
| 3Y | +69.3% | +69.8% | -0.6% | +64.6% |
| 5Y | +83.2% | +148.9% | -65.7% | +74.4% |
| 10Y | +154.6% | +143.5% | +11.0% | +139.0% |
| All | +154.6% | +144.4% | +10.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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