+42.5%
CB vs KRMN
+35.5%
+7.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.9% | -10.9% | +13.8% | +2.8% |
| 30D | +7.3% | +34.9% | -27.6% | +7.4% |
| 3M | +9.4% | -32.8% | +42.2% | +9.7% |
| 6M | +19.6% | -39.6% | +59.2% | +20.5% |
| YTD | +21.5% | -44.4% | +65.9% | +20.1% |
| 1Y | +28.0% | -32.2% | +60.2% | +24.7% |
| All | +42.5% | +35.5% | +7.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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