+56.1%
CF vs KRMN
+46.4%
+9.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +2.6% |
| 7D | +4.8% | +11.1% | -6.4% | +4.7% |
| 30D | +9.7% | +34.7% | -25.0% | +9.7% |
| 3M | +1.2% | -29.4% | +30.6% | +1.4% |
| 6M | +7.4% | -27.8% | +35.2% | +8.0% |
| YTD | +60.5% | -40.0% | +100.5% | +57.7% |
| 1Y | +50.7% | -39.3% | +90.0% | +47.6% |
| All | +56.1% | +46.4% | +9.7% | +31.5% |
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