+76.2%
CF vs KRMN
+17.4%
+58.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -11.3% | +14.1% | +2.8% |
| 7D | -0.8% | -12.9% | +12.0% | -0.9% |
| 30D | +14.3% | -43.3% | +57.6% | +14.5% |
| 3M | +27.9% | -27.2% | +55.0% | +27.7% |
| 6M | +25.5% | -66.8% | +92.3% | +29.3% |
| YTD | +81.2% | -51.9% | +133.1% | +77.9% |
| 1Y | +66.5% | -43.7% | +110.2% | +59.8% |
| All | +76.2% | +17.4% | +58.8% | +48.4% |
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