-66.3%
KRMN vs CNI
+16.4%
-82.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -11.8% | -0.4% | -11.4% | -11.6% |
| 30D | -43.0% | -2.7% | -40.3% | -42.4% |
| 3M | -28.8% | +3.9% | -32.8% | -30.8% |
| 6M | -66.3% | +16.4% | -82.7% | -69.9% |
| All | -66.3% | +16.4% | -82.7% | -69.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling