-45.5%
CPRT vs KRMN
+32.3%
-77.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +0.4% | -3.4% | +3.8% | +0.6% |
| 30D | +9.9% | -31.8% | +41.8% | +12.2% |
| 3M | +5.6% | -20.0% | +25.7% | +6.7% |
| 6M | -13.6% | -60.5% | +46.9% | -9.5% |
| YTD | -16.7% | -45.8% | +29.0% | -15.1% |
| 1Y | -33.1% | -36.4% | +3.2% | -32.7% |
| All | -45.5% | +32.3% | -77.8% | -52.4% |
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