+5.4%
CMS vs KRMN
+35.0%
-29.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | -0.6% |
| 7D | -1.3% | +26.2% | -27.5% | -1.2% |
| 30D | +5.3% | +34.3% | -29.1% | +5.3% |
| 3M | -0.3% | -34.6% | +34.2% | 0.0% |
| 6M | -4.0% | -35.2% | +31.1% | -3.5% |
| YTD | +2.1% | -44.6% | +46.8% | +2.4% |
| 1Y | -4.7% | -40.2% | +35.5% | -4.7% |
| All | +5.4% | +35.0% | -29.6% | -1.8% |
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