+32.1%
KRMN vs COO
-27.0%
+59.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -3.4% | -2.3% | -1.1% | -2.8% |
| 30D | -31.8% | -8.8% | -23.0% | -30.1% |
| 3M | -20.0% | +1.3% | -21.4% | -20.1% |
| 6M | -60.5% | -11.6% | -48.9% | -59.2% |
| YTD | -45.8% | -17.4% | -28.3% | -43.1% |
| 1Y | -36.4% | -1.6% | -34.8% | -36.2% |
| All | +32.1% | -27.0% | +59.1% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling