-58.0%
CSGP vs KRMN
+33.3%
-91.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.4% |
| 7D | -4.1% | -12.3% | +8.2% | -3.4% |
| 30D | +2.3% | -27.5% | +29.8% | +4.0% |
| 3M | -8.2% | -26.5% | +18.3% | -6.8% |
| 6M | -35.1% | -59.6% | +24.5% | -31.4% |
| YTD | -54.0% | -45.4% | -8.7% | -53.1% |
| 1Y | -65.3% | -25.1% | -40.2% | -65.7% |
| All | -58.0% | +33.3% | -91.2% | -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 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