+17.2%
KRMN vs CHD
-8.4%
+25.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.4% | -9.9% | -11.0% |
| 7D | -12.9% | -4.2% | -8.7% | -12.2% |
| 30D | -43.3% | -7.6% | -35.8% | -42.6% |
| 3M | -27.2% | -1.6% | -25.6% | -26.9% |
| 6M | -66.8% | -6.3% | -60.5% | -66.7% |
| YTD | -51.9% | +14.6% | -66.5% | -52.4% |
| 1Y | -43.7% | +1.6% | -45.3% | -42.7% |
| All | +17.2% | -8.4% | +25.6% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling