+1.5%
CMS vs KRMN
+17.6%
-16.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | -1.9% | -11.8% | +9.8% | -1.8% |
| 30D | -4.1% | -43.0% | +38.9% | -3.9% |
| 3M | -7.1% | -28.8% | +21.8% | -6.9% |
| 6M | -10.1% | -66.3% | +56.3% | -9.0% |
| YTD | -1.7% | -51.8% | +50.1% | -1.5% |
| 1Y | -3.4% | -44.7% | +41.3% | -4.0% |
| All | +1.5% | +17.6% | -16.1% | -5.6% |
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