-7.7%
CEG vs KRMN
+17.6%
-25.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -4.8% | -11.8% | +7.0% | -3.0% |
| 30D | +2.3% | -43.0% | +45.3% | +11.7% |
| 3M | +15.6% | -28.8% | +44.4% | +20.5% |
| 6M | -5.0% | -66.3% | +61.3% | +13.7% |
| YTD | -19.0% | -51.8% | +32.7% | -13.9% |
| 1Y | -10.0% | -44.7% | +34.7% | -9.3% |
| All | -7.7% | +17.6% | -25.3% | -38.8% |
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