-15.3%
COST vs KRMN
+17.6%
-32.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -1.2% | -11.8% | +10.6% | -0.8% |
| 30D | -4.7% | -43.0% | +38.3% | -2.9% |
| 3M | -7.1% | -28.8% | +21.7% | -6.2% |
| 6M | -8.5% | -66.3% | +57.8% | -4.8% |
| YTD | +5.4% | -51.8% | +57.2% | +7.0% |
| 1Y | -5.6% | -44.7% | +39.1% | -5.7% |
| All | -15.3% | +17.6% | -32.9% | -27.4% |
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