+81.6%
CSCO vs KRMN
+17.6%
+64.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.2% |
| 7D | +2.7% | -11.8% | +14.4% | +3.7% |
| 30D | -9.5% | -43.0% | +33.5% | -5.3% |
| 3M | -7.6% | -28.8% | +21.2% | -5.4% |
| 6M | +44.9% | -66.3% | +111.2% | +56.5% |
| YTD | +47.7% | -51.8% | +99.5% | +53.8% |
| 1Y | +69.1% | -44.7% | +113.8% | +72.5% |
| All | +81.6% | +17.6% | +64.0% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling