+14.4%
KRMN vs CPB
-40.3%
+54.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -3.0% |
| 7D | -15.1% | -5.4% | -9.8% | -15.8% |
| 30D | -44.5% | -7.8% | -36.6% | -45.1% |
| 3M | -25.0% | -6.9% | -18.1% | -25.6% |
| 6M | -66.5% | -12.2% | -54.4% | -67.1% |
| YTD | -53.0% | -21.1% | -31.9% | -54.8% |
| 1Y | -44.7% | -33.5% | -11.2% | -46.7% |
| All | +14.4% | -40.3% | +54.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling