+47.4%
COP vs KRMN
+32.3%
+15.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.8% |
| 30D | +15.6% | -31.8% | +47.4% | +16.4% |
| 3M | +14.3% | -20.0% | +34.4% | +14.7% |
| 6M | +17.0% | -60.5% | +77.5% | +21.0% |
| YTD | +47.4% | -45.8% | +93.2% | +47.2% |
| 1Y | +52.4% | -36.4% | +88.8% | +49.2% |
| All | +47.4% | +32.3% | +15.1% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling