+16.3%
CP vs KRMN
+17.4%
-1.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.3% | +10.1% | -0.6% |
| 7D | +0.6% | -12.9% | +13.5% | +1.2% |
| 30D | -0.5% | -43.3% | +42.9% | +2.0% |
| 3M | +0.1% | -27.2% | +27.3% | +1.1% |
| 6M | +7.8% | -66.8% | +74.6% | +13.2% |
| YTD | +22.9% | -51.9% | +74.7% | +24.7% |
| 1Y | +21.3% | -43.7% | +65.0% | +21.0% |
| All | +16.3% | +17.4% | -1.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling