+7.2%
CMS vs KRMN
+35.5%
-28.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | -10.9% | +12.6% | +1.7% |
| 30D | +6.2% | +34.9% | -28.7% | +6.2% |
| 3M | +0.6% | -32.8% | +33.4% | +1.0% |
| 6M | -1.8% | -39.6% | +37.8% | -1.1% |
| YTD | +3.8% | -44.4% | +48.3% | +4.1% |
| 1Y | -1.8% | -32.2% | +30.4% | -2.1% |
| All | +7.2% | +35.5% | -28.3% | -0.2% |
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 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