+598.7%
KR vs CVE
+89.9%
+508.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.4% |
| 30D | +4.1% | +16.7% | -12.7% | +3.1% |
| 3M | -5.2% | +9.3% | -14.5% | -5.9% |
| 6M | -12.8% | +43.6% | -56.4% | -14.8% |
| YTD | -4.6% | +93.6% | -98.2% | -8.6% |
| 1Y | -11.7% | +98.8% | -110.4% | -15.5% |
| 3Y | +36.3% | +73.6% | -37.3% | +30.5% |
| 5Y | +40.0% | +312.5% | -272.5% | +25.3% |
| 10Y | +122.2% | +161.0% | -38.8% | +100.1% |
| All | +598.7% | +89.9% | +508.8% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling