+44.6%
COP vs KRMN
-25.5%
+70.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.1% |
| 7D | +3.0% | -12.3% | +15.3% | +2.6% |
| 30D | +17.5% | -27.5% | +45.0% | +16.5% |
| 3M | +13.4% | -26.5% | +39.9% | +13.0% |
| 6M | +17.7% | -59.6% | +77.3% | +17.2% |
| YTD | +46.6% | -45.4% | +91.9% | +44.8% |
| 1Y | +44.6% | -25.1% | +69.7% | +53.1% |
| All | +44.6% | -25.5% | +70.1% | +53.1% |
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