-57.1%
KRMN vs CGNX
+33.1%
-90.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -8.7% | -4.8% | -10.9% |
| 7D | -10.0% | -9.2% | -0.8% | -7.1% |
| 30D | +3.5% | -17.6% | +21.1% | +9.7% |
| 3M | -36.7% | -25.7% | -11.0% | -31.3% |
| 6M | -47.7% | -5.5% | -42.2% | -47.1% |
| YTD | -53.3% | +48.1% | -101.4% | -61.7% |
| All | -57.1% | +33.1% | -90.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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