-11.5%
CG vs KRMN
+14.6%
-26.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.9% |
| 7D | -9.8% | -15.1% | +5.3% | -6.7% |
| 30D | -10.3% | -44.5% | +34.2% | +1.2% |
| 3M | -1.7% | -25.0% | +23.4% | +3.0% |
| 6M | -9.8% | -66.5% | +56.7% | +11.7% |
| YTD | -25.6% | -53.0% | +27.4% | -17.2% |
| 1Y | -32.5% | -44.7% | +12.2% | -29.3% |
| All | -11.5% | +14.6% | -26.1% | -35.4% |
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