-59.7%
KRMN vs CNI
+37.5%
-97.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.1% | -15.6% | -14.2% |
| 7D | -10.0% | +3.7% | -13.8% | -11.4% |
| 30D | +3.5% | +8.1% | -4.6% | 0.0% |
| 3M | -36.7% | +1.9% | -38.6% | -37.5% |
| 6M | -47.7% | +19.2% | -66.9% | -51.8% |
| YTD | -53.3% | +32.7% | -86.0% | -59.2% |
| 1Y | -59.7% | +37.0% | -96.7% | -65.5% |
| All | -59.7% | +37.5% | -97.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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