+17.2%
KRMN vs COO
-31.6%
+48.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -6.2% | -5.0% | -9.4% |
| 7D | -12.9% | -9.0% | -3.9% | -10.3% |
| 30D | -43.3% | -16.8% | -26.5% | -40.3% |
| 3M | -27.2% | -7.5% | -19.7% | -25.2% |
| 6M | -66.8% | -16.3% | -50.5% | -65.0% |
| YTD | -51.9% | -22.5% | -29.3% | -48.4% |
| 1Y | -43.7% | -7.0% | -36.7% | -42.5% |
| All | +17.2% | -31.6% | +48.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling