+125.2%
KR vs CVE
+170.0%
-44.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +1.5% | +17.5% | -16.0% | +0.8% |
| 3M | -8.5% | +16.2% | -24.7% | -9.2% |
| 6M | -21.9% | +47.8% | -69.6% | -23.2% |
| YTD | -6.9% | +98.5% | -105.4% | -9.6% |
| 1Y | -14.0% | +109.8% | -123.7% | -16.7% |
| 3Y | +30.3% | +75.5% | -45.2% | +26.6% |
| 5Y | +37.7% | +341.6% | -303.8% | +28.2% |
| 10Y | +125.2% | +159.8% | -34.6% | +110.4% |
| All | +125.2% | +170.0% | -44.8% | +110.4% |
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