+14.4%
KRMN vs COO
-41.6%
+56.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -14.7% | +12.3% | +1.8% |
| 7D | -15.1% | -23.3% | +8.2% | -8.6% |
| 30D | -44.5% | -29.5% | -15.0% | -38.9% |
| 3M | -25.0% | -20.0% | -5.1% | -20.0% |
| 6M | -66.5% | -27.2% | -39.3% | -63.4% |
| YTD | -53.0% | -33.9% | -19.1% | -47.5% |
| 1Y | -44.7% | -19.9% | -24.8% | -41.3% |
| All | +14.4% | -41.6% | +56.0% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling