+22.2%
CNH vs KRMN
-43.1%
+65.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | -5.7% | -11.8% | +6.1% | -5.0% |
| 30D | +26.6% | -43.0% | +69.6% | +31.7% |
| 3M | +31.1% | -28.8% | +59.9% | +33.1% |
| 6M | +24.9% | -66.3% | +91.2% | +33.1% |
| YTD | +48.7% | -51.8% | +100.5% | +50.4% |
| 1Y | +22.2% | -44.7% | +66.9% | +18.8% |
| All | +22.2% | -43.1% | +65.3% | +18.8% |
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 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