-13.5%
CCJ vs KRMN
-65.5%
+52.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.7% | +1.1% |
| 7D | +4.2% | -12.9% | +17.0% | +7.4% |
| 30D | +3.2% | -43.3% | +46.5% | +17.6% |
| 3M | -1.8% | -27.2% | +25.4% | +4.3% |
| 6M | -13.5% | -66.8% | +53.3% | +9.8% |
| All | -13.5% | -65.5% | +52.0% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling