-37.7%
CMG vs KRMN
+17.6%
-55.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | -2.1% | -11.8% | +9.7% | -0.9% |
| 30D | +10.9% | -43.0% | +53.9% | +16.9% |
| 3M | +15.8% | -28.8% | +44.7% | +18.6% |
| 6M | +6.9% | -66.3% | +73.3% | +19.3% |
| YTD | -2.2% | -51.8% | +49.6% | +2.8% |
| 1Y | -7.1% | -44.7% | +37.6% | -5.1% |
| All | -37.7% | +17.6% | -55.3% | -49.7% |
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