-24.0%
CRM vs KRMN
+17.6%
-41.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +1.8% |
| 7D | -4.4% | -11.8% | +7.3% | -3.9% |
| 30D | +28.1% | -43.0% | +71.2% | +31.4% |
| 3M | +48.8% | -28.8% | +77.7% | +50.4% |
| 6M | +28.3% | -66.3% | +94.6% | +38.9% |
| YTD | -6.0% | -51.8% | +45.8% | -5.4% |
| 1Y | +1.4% | -44.7% | +46.1% | -1.2% |
| All | -24.0% | +17.6% | -41.6% | -40.8% |
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