-36.9%
CBRS vs KRMN
-48.0%
+11.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.3% | +9.5% | +4.0% |
| 7D | +6.3% | -12.9% | +19.2% | +13.7% |
| 30D | -14.7% | -43.3% | +28.6% | +16.7% |
| 3M | -13.5% | -27.2% | +13.7% | +0.7% |
| All | -36.9% | -48.0% | +11.1% | -13.5% |
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 · Available span rolling