+36.8%
CBOE vs KRMN
+17.6%
+19.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.2% |
| 7D | -5.8% | -11.8% | +5.9% | -6.0% |
| 30D | -3.1% | -43.0% | +39.9% | -4.1% |
| 3M | -4.8% | -28.8% | +24.1% | -5.3% |
| 6M | -0.6% | -66.3% | +65.8% | -0.9% |
| YTD | +12.8% | -51.8% | +64.6% | +12.6% |
| 1Y | +19.8% | -44.7% | +64.5% | +19.6% |
| All | +36.8% | +17.6% | +19.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling