+3.9%
CMS vs KRMN
+32.3%
-28.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.2% | -3.4% | +4.6% | +1.2% |
| 30D | -3.2% | -31.8% | +28.7% | -3.0% |
| 3M | -2.2% | -20.0% | +17.8% | -2.1% |
| 6M | -9.4% | -60.5% | +51.1% | -8.5% |
| YTD | +0.7% | -45.8% | +46.4% | +0.8% |
| 1Y | +0.4% | -36.4% | +36.7% | -0.4% |
| All | +3.9% | +32.3% | -28.4% | -3.3% |
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