-3.1%
CEG vs KRMN
+33.3%
-36.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.1% |
| 7D | +8.0% | -12.3% | +20.3% | +10.2% |
| 30D | +12.9% | -27.5% | +40.4% | +18.6% |
| 3M | +13.2% | -26.5% | +39.7% | +17.7% |
| 6M | -7.0% | -59.6% | +52.6% | +7.7% |
| YTD | -15.0% | -45.4% | +30.4% | -11.3% |
| 1Y | -2.7% | -25.1% | +22.4% | -9.9% |
| All | -3.1% | +33.3% | -36.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling