+58.3%
CFG vs KRMN
+17.4%
+40.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.4% | +0.5% |
| 7D | -0.6% | -12.9% | +12.3% | +1.0% |
| 30D | -4.5% | -43.3% | +38.8% | +2.2% |
| 3M | +6.3% | -27.2% | +33.5% | +9.7% |
| 6M | +20.6% | -66.8% | +87.4% | +36.6% |
| YTD | +21.2% | -51.9% | +73.1% | +28.0% |
| 1Y | +38.2% | -43.7% | +81.8% | +40.4% |
| All | +58.3% | +17.4% | +40.9% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling