+12.8%
CNC vs KRMN
+17.4%
-4.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | -0.5% |
| 7D | -4.9% | -12.9% | +8.0% | -4.5% |
| 30D | -3.8% | -43.3% | +39.6% | -2.1% |
| 3M | -3.2% | -27.2% | +23.9% | -2.3% |
| 6M | +47.9% | -66.8% | +114.7% | +52.7% |
| YTD | +55.7% | -51.9% | +107.5% | +58.0% |
| 1Y | +106.2% | -43.7% | +149.9% | +107.0% |
| All | +12.8% | +17.4% | -4.6% | +8.8% |
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