+17.4%
KRMN vs CHD
-9.4%
+26.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -11.8% | -4.5% | -7.3% | -11.1% |
| 30D | -43.0% | -6.7% | -36.3% | -42.3% |
| 3M | -28.8% | -2.7% | -26.1% | -28.4% |
| 6M | -66.3% | -4.9% | -61.4% | -66.2% |
| YTD | -51.8% | +13.3% | -65.1% | -52.2% |
| 1Y | -44.7% | +1.0% | -45.7% | -43.7% |
| All | +17.4% | -9.4% | +26.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling