+14.7%
CNH vs KRMN
+17.4%
-2.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.3% | +13.5% | +3.1% |
| 7D | +1.8% | -12.9% | +14.7% | +2.9% |
| 30D | +32.6% | -43.3% | +76.0% | +39.1% |
| 3M | +29.4% | -27.2% | +56.6% | +31.7% |
| 6M | +26.0% | -66.8% | +92.8% | +37.1% |
| YTD | +52.2% | -51.9% | +104.1% | +57.3% |
| 1Y | +23.9% | -43.7% | +67.5% | +24.8% |
| All | +14.7% | +17.4% | -2.7% | +2.7% |
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