-15.5%
CDW vs KRMN
+17.6%
-33.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.6% | +5.3% | +7.7% |
| 7D | +0.9% | -11.8% | +12.7% | +1.4% |
| 30D | +13.1% | -43.0% | +56.1% | +15.7% |
| 3M | +19.7% | -28.8% | +48.5% | +20.7% |
| 6M | +30.7% | -66.3% | +97.1% | +39.9% |
| YTD | +14.7% | -51.8% | +66.5% | +15.3% |
| 1Y | -5.3% | -44.7% | +39.4% | -7.7% |
| All | -15.5% | +17.6% | -33.1% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling