-66.3%
KRMN vs CGNX
+27.0%
-93.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.8% |
| 7D | -11.8% | +3.2% | -14.9% | -12.9% |
| 30D | -43.0% | +6.0% | -49.0% | -44.5% |
| 3M | -28.8% | +3.5% | -32.4% | -31.7% |
| 6M | -66.3% | +26.3% | -92.6% | -75.5% |
| All | -66.3% | +27.0% | -93.3% | -75.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling