+17.2%
KRMN vs CPB
-37.6%
+54.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.6% | -11.8% | -11.2% |
| 7D | -12.9% | -8.0% | -4.9% | -14.0% |
| 30D | -43.3% | -2.4% | -40.9% | -43.5% |
| 3M | -27.2% | +0.5% | -27.7% | -26.8% |
| 6M | -66.8% | -10.5% | -56.3% | -67.3% |
| YTD | -51.9% | -17.5% | -34.3% | -53.3% |
| 1Y | -43.7% | -31.0% | -12.6% | -45.2% |
| All | +17.2% | -37.6% | +54.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling