+58.9%
CFG vs KRMN
+14.6%
+44.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.7% |
| 7D | -1.7% | -15.1% | +13.4% | +0.2% |
| 30D | -4.6% | -44.5% | +39.9% | +2.3% |
| 3M | +7.9% | -25.0% | +32.9% | +10.9% |
| 6M | +19.9% | -66.5% | +86.4% | +35.6% |
| YTD | +21.7% | -53.0% | +74.7% | +28.9% |
| 1Y | +38.4% | -44.7% | +83.2% | +40.9% |
| All | +58.9% | +14.6% | +44.3% | +26.5% |
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 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