+8.2%
COF vs KRMN
+17.6%
-9.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -5.1% | -11.8% | +6.6% | -3.3% |
| 30D | -6.0% | -43.0% | +37.0% | +2.6% |
| 3M | +14.8% | -28.8% | +43.7% | +20.2% |
| 6M | +15.3% | -66.3% | +81.7% | +34.9% |
| YTD | -13.0% | -51.8% | +38.7% | -6.3% |
| 1Y | -5.7% | -44.7% | +39.0% | -2.6% |
| All | +8.2% | +17.6% | -9.4% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling