+16.1%
CME vs KRMN
+17.6%
-1.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.5% |
| 7D | -1.6% | -11.8% | +10.2% | -1.4% |
| 30D | +5.6% | -43.0% | +48.6% | +6.4% |
| 3M | +5.6% | -28.8% | +34.4% | +5.9% |
| 6M | -8.3% | -66.3% | +58.1% | -7.1% |
| YTD | +4.3% | -51.8% | +56.1% | +5.2% |
| 1Y | +9.1% | -44.7% | +53.8% | +9.5% |
| All | +16.1% | +17.6% | -1.5% | +11.3% |
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