+17.4%
KRMN vs CPB
-40.1%
+57.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -11.8% | -1.8% | -10.0% | -12.0% |
| 30D | -43.0% | -7.1% | -35.9% | -43.6% |
| 3M | -28.8% | -6.0% | -22.8% | -29.3% |
| 6M | -66.3% | -5.3% | -61.1% | -66.4% |
| YTD | -51.8% | -20.8% | -30.9% | -53.6% |
| 1Y | -44.7% | -33.8% | -10.9% | -46.6% |
| All | +17.4% | -40.1% | +57.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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