-7.3%
CEG vs KRMN
+14.6%
-21.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | +0.3% | -15.1% | +15.5% | +2.8% |
| 30D | +2.9% | -44.5% | +47.4% | +12.7% |
| 3M | +18.2% | -25.0% | +43.2% | +21.9% |
| 6M | -9.5% | -66.5% | +57.0% | +8.2% |
| YTD | -18.7% | -53.0% | +34.3% | -13.2% |
| 1Y | -10.1% | -44.7% | +34.6% | -9.9% |
| All | -7.3% | +14.6% | -21.9% | -38.3% |
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