+54.1%
CSX vs KRMN
-37.0%
+91.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +0.6% | -3.4% | +4.0% | +0.7% |
| 30D | -2.3% | -31.8% | +29.6% | -1.4% |
| 3M | +4.3% | -20.0% | +24.3% | +4.7% |
| 6M | +23.4% | -60.5% | +83.9% | +26.0% |
| YTD | +36.4% | -45.8% | +82.2% | +34.4% |
| All | +54.1% | -37.0% | +91.2% | +36.0% |
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