+34.6%
COR vs KRMN
+32.3%
+2.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.9% | -3.4% | +1.5% | -1.8% |
| 30D | +1.5% | -31.8% | +33.4% | +2.3% |
| 3M | +18.7% | -20.0% | +38.7% | +19.1% |
| 6M | -9.0% | -60.5% | +51.5% | -6.8% |
| YTD | -3.3% | -45.8% | +42.5% | -1.5% |
| 1Y | +9.8% | -36.4% | +46.2% | +10.7% |
| All | +34.6% | +32.3% | +2.3% | +29.7% |
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