-37.8%
CMG vs KRMN
+14.6%
-52.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.5% |
| 7D | -3.8% | -15.1% | +11.3% | -2.4% |
| 30D | +12.9% | -44.5% | +57.4% | +19.3% |
| 3M | +18.8% | -25.0% | +43.8% | +20.8% |
| 6M | +4.1% | -66.5% | +70.6% | +16.1% |
| YTD | -2.4% | -53.0% | +50.6% | +2.8% |
| 1Y | -6.7% | -44.7% | +38.1% | -4.8% |
| All | -37.8% | +14.6% | -52.5% | -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 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