-15.3%
CRH vs KRMN
+17.6%
-32.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -6.1% | -11.8% | +5.7% | -4.2% |
| 30D | -9.3% | -43.0% | +33.7% | -0.6% |
| 3M | -15.2% | -28.8% | +13.7% | -11.1% |
| 6M | -14.2% | -66.3% | +52.1% | +1.5% |
| YTD | -28.3% | -51.8% | +23.5% | -22.7% |
| 1Y | -21.8% | -44.7% | +22.9% | -19.3% |
| All | -15.3% | +17.6% | -32.9% | -34.9% |
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