-59.7%
KRMN vs COO
-7.7%
-52.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.9% | -19.4% | -14.9% |
| 7D | -10.0% | +8.4% | -18.5% | -12.2% |
| 30D | +3.5% | +13.5% | -10.0% | -0.7% |
| 3M | -36.7% | -13.8% | -23.0% | -33.7% |
| 6M | -47.7% | +4.7% | -52.4% | -47.9% |
| YTD | -53.3% | -21.4% | -31.9% | -50.1% |
| 1Y | -59.7% | -6.7% | -52.9% | -61.5% |
| All | -59.7% | -7.7% | -52.0% | -61.5% |
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