+35.7%
CTVA vs KRMN
+17.6%
+18.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -4.5% | -11.8% | +7.2% | -3.9% |
| 30D | +11.3% | -43.0% | +54.3% | +14.6% |
| 3M | +12.3% | -28.8% | +41.2% | +13.8% |
| 6M | +7.2% | -66.3% | +73.5% | +14.5% |
| YTD | +26.0% | -51.8% | +77.8% | +28.9% |
| 1Y | +16.0% | -44.7% | +60.7% | +15.7% |
| All | +35.7% | +17.6% | +18.1% | +16.4% |
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