-5.1%
COF vs KRMN
-59.3%
+54.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.5% | +12.4% | +0.7% |
| 7D | +0.7% | -10.0% | +10.7% | +2.0% |
| 30D | +5.7% | +3.5% | +2.2% | +4.8% |
| 3M | -6.7% | -36.7% | +30.0% | -1.4% |
| 6M | +9.5% | -47.7% | +57.2% | +17.3% |
| YTD | -13.9% | -53.3% | +39.4% | -9.3% |
| 1Y | -5.1% | -59.7% | +54.6% | +2.4% |
| All | -5.1% | -59.3% | +54.3% | +2.4% |
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