+31.8%
KO vs KRMN
+14.6%
+17.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | -1.1% | -15.1% | +14.0% | -1.3% |
| 30D | +1.6% | -44.5% | +46.0% | +0.6% |
| 3M | +5.8% | -25.0% | +30.8% | +5.3% |
| 6M | +14.3% | -66.5% | +80.8% | +13.6% |
| YTD | +27.3% | -53.0% | +80.3% | +26.2% |
| 1Y | +33.2% | -44.7% | +77.9% | +31.1% |
| All | +31.8% | +14.6% | +17.2% | +22.3% |
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