-57.5%
CSGP vs KRMN
+53.0%
-110.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.2% |
| 7D | -1.8% | +17.3% | -19.1% | -1.9% |
| 30D | +5.3% | +40.8% | -35.5% | +3.7% |
| 3M | +3.3% | -21.2% | +24.5% | +4.9% |
| 6M | -4.7% | -24.6% | +19.9% | -3.1% |
| YTD | -53.5% | -37.3% | -16.3% | -52.8% |
| 1Y | -53.7% | -35.1% | -18.7% | -53.2% |
| All | -57.5% | +53.0% | -110.5% | -62.8% |
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