-57.9%
CSGP vs KRMN
+35.5%
-93.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.3% | -10.9% | +12.2% | +1.6% |
| 30D | +2.8% | +34.9% | -32.1% | +1.1% |
| 3M | -6.3% | -32.8% | +26.5% | -4.4% |
| 6M | -3.2% | -39.6% | +36.4% | -0.5% |
| YTD | -54.0% | -44.4% | -9.5% | -53.0% |
| 1Y | -54.8% | -32.2% | -22.6% | -54.8% |
| All | -57.9% | +35.5% | -93.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling