-2.7%
CI vs KRMN
+33.3%
-36.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +1.3% | -12.3% | +13.6% | +1.5% |
| 30D | +4.4% | -27.5% | +31.9% | +4.9% |
| 3M | +0.7% | -26.5% | +27.1% | +1.1% |
| 6M | +0.3% | -59.6% | +59.9% | +1.4% |
| YTD | +3.8% | -45.4% | +49.2% | +4.6% |
| 1Y | -5.5% | -25.1% | +19.6% | -5.0% |
| All | -2.7% | +33.3% | -36.0% | -4.4% |
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 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