+36.7%
CTVA vs KRMN
+14.6%
+22.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | -0.2% |
| 7D | -4.7% | -15.1% | +10.5% | -3.9% |
| 30D | +11.1% | -44.5% | +55.6% | +14.6% |
| 3M | +13.7% | -25.0% | +38.7% | +14.6% |
| 6M | +11.2% | -66.5% | +77.8% | +18.8% |
| YTD | +26.9% | -53.0% | +79.9% | +30.0% |
| 1Y | +18.8% | -44.7% | +63.5% | +18.3% |
| All | +36.7% | +14.6% | +22.1% | +17.4% |
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 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