+50.1%
CFG vs KRMN
+35.5%
+14.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +3.2% | -10.9% | +14.0% | +4.3% |
| 30D | +5.1% | +34.9% | -29.8% | +0.7% |
| 3M | -11.2% | -32.8% | +21.6% | -7.7% |
| 6M | +9.6% | -39.6% | +49.1% | +14.6% |
| YTD | +15.0% | -44.4% | +59.4% | +18.4% |
| 1Y | +29.9% | -32.2% | +62.1% | +29.1% |
| All | +50.1% | +35.5% | +14.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling