+51.4%
CVS vs KRMN
+17.4%
+34.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.3% | +10.5% | -0.4% |
| 7D | -1.9% | -12.9% | +11.0% | -1.5% |
| 30D | -0.3% | -43.3% | +43.0% | +1.3% |
| 3M | -1.1% | -27.2% | +26.1% | -0.4% |
| 6M | +23.7% | -66.8% | +90.5% | +27.2% |
| YTD | +23.0% | -51.9% | +74.9% | +24.0% |
| 1Y | +37.2% | -43.7% | +80.8% | +36.6% |
| All | +51.4% | +17.4% | +34.0% | +35.0% |
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 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