-2.0%
CMS vs KRMN
-45.6%
+43.6%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.7% |
| 7D | -1.3% | -15.1% | +13.8% | -1.5% |
| 30D | -2.8% | -44.5% | +41.7% | -3.5% |
| 3M | -7.1% | -25.0% | +17.9% | -7.4% |
| 6M | -10.0% | -66.5% | +56.5% | -10.6% |
| YTD | -0.9% | -53.0% | +52.1% | -1.1% |
| 1Y | -2.0% | -44.7% | +42.7% | -4.2% |
| All | -2.0% | -45.6% | +43.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling