+18.2%
CP vs KRMN
+33.3%
-15.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.4% |
| 7D | -2.7% | -12.3% | +9.6% | -2.1% |
| 30D | +0.2% | -27.5% | +27.6% | +1.5% |
| 3M | +2.6% | -26.5% | +29.1% | +3.7% |
| 6M | +6.0% | -59.6% | +65.5% | +10.2% |
| YTD | +24.9% | -45.4% | +70.3% | +26.1% |
| 1Y | +20.1% | -25.1% | +45.2% | +17.5% |
| All | +18.2% | +33.3% | -15.0% | +6.2% |
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