-25.1%
KRMN vs COO
+4.1%
-29.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -12.3% | -2.2% | -10.0% | -11.7% |
| 30D | -27.5% | -7.0% | -20.5% | -25.9% |
| 3M | -26.5% | +12.2% | -38.7% | -28.3% |
| 6M | -59.6% | -15.1% | -44.5% | -57.9% |
| YTD | -45.4% | -15.1% | -30.3% | -43.0% |
| 1Y | -25.1% | +2.3% | -27.4% | -24.7% |
| All | -25.1% | +4.1% | -29.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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