-32.2%
KRMN vs COO
-12.3%
-19.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -10.9% | +0.5% | -11.3% | -10.9% |
| 30D | +34.9% | +14.2% | +20.7% | +28.8% |
| 3M | -32.8% | -18.2% | -14.6% | -28.6% |
| 6M | -39.6% | +5.3% | -44.9% | -40.5% |
| YTD | -44.4% | -23.6% | -20.9% | -39.8% |
| 1Y | -32.2% | -12.7% | -19.5% | -29.3% |
| All | -32.2% | -12.3% | -19.9% | -29.3% |
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