+60.7%
COP vs KRMN
-59.3%
+120.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.5% | +8.3% | -5.2% |
| 7D | -8.1% | -10.0% | +1.9% | -8.1% |
| 30D | +6.7% | +3.5% | +3.2% | +7.0% |
| 3M | +16.9% | -36.7% | +53.6% | +16.1% |
| 6M | +11.2% | -47.7% | +58.9% | +11.2% |
| YTD | +49.5% | -53.3% | +102.8% | +46.5% |
| 1Y | +60.7% | -59.7% | +120.3% | +58.1% |
| All | +60.7% | -59.3% | +120.0% | +58.1% |
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