+52.3%
CF vs KRMN
+52.0%
+0.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +42.1% | -41.4% | +0.7% |
| 7D | -3.2% | +14.2% | -17.3% | -3.2% |
| 30D | +4.3% | +45.3% | -41.0% | +4.4% |
| 3M | +2.8% | -17.3% | +20.1% | +2.9% |
| 6M | +0.6% | -27.8% | +28.4% | +1.3% |
| YTD | +56.6% | -37.7% | +94.3% | +53.9% |
| 1Y | +49.6% | -39.2% | +88.8% | +47.0% |
| All | +52.3% | +52.0% | +0.3% | +28.3% |
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 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