+50.0%
CSX vs KRMN
-41.7%
+91.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.3% | +0.9% |
| 7D | +3.1% | +26.2% | -23.1% | +3.2% |
| 30D | +9.7% | +34.3% | -24.6% | +9.5% |
| 3M | +4.9% | -34.6% | +39.5% | +6.3% |
| 6M | +18.4% | -35.2% | +53.5% | +19.8% |
| YTD | +45.9% | -44.6% | +90.5% | +42.6% |
| 1Y | +50.0% | -40.2% | +90.2% | +44.1% |
| All | +50.0% | -41.7% | +91.7% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling