-21.6%
CDW vs KRMN
+14.6%
-36.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.3% |
| 7D | -7.4% | -15.1% | +7.8% | -6.8% |
| 30D | +5.8% | -44.5% | +50.3% | +8.4% |
| 3M | +10.8% | -25.0% | +35.8% | +11.2% |
| 6M | +21.5% | -66.5% | +88.0% | +29.9% |
| YTD | +6.4% | -53.0% | +59.4% | +7.0% |
| 1Y | -14.8% | -44.7% | +29.9% | -17.2% |
| All | -21.6% | +14.6% | -36.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling