+156.3%
KR vs CVE
+132.7%
+23.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +2.7% | -10.0% | +12.7% | +3.1% |
| 30D | +11.3% | -11.9% | +23.1% | +11.8% |
| 3M | +22.3% | -5.9% | +28.2% | +22.5% |
| 6M | +5.8% | -1.6% | +7.3% | +5.6% |
| YTD | +11.7% | +66.3% | -54.6% | +9.2% |
| 1Y | +8.9% | +57.5% | -48.6% | +6.6% |
| 3Y | +67.1% | +65.4% | +1.7% | +62.7% |
| 5Y | +80.0% | +144.2% | -64.1% | +71.5% |
| 10Y | +156.3% | +135.5% | +20.8% | +140.4% |
| All | +156.3% | +132.7% | +23.6% | +140.4% |
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