-21.7%
CDW vs KRMN
+17.4%
-39.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | -1.0% |
| 7D | -4.2% | -12.9% | +8.6% | -3.7% |
| 30D | +4.9% | -43.3% | +48.2% | +7.3% |
| 3M | +7.3% | -27.2% | +34.5% | +8.0% |
| 6M | +19.2% | -66.8% | +86.0% | +27.7% |
| YTD | +6.2% | -51.9% | +58.1% | +6.7% |
| 1Y | -14.0% | -43.7% | +29.6% | -16.5% |
| All | -21.7% | +17.4% | -39.1% | -36.9% |
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