+33.0%
KRMN vs CPB
-39.0%
+72.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.9% |
| 7D | -12.3% | -8.6% | -3.7% | -13.5% |
| 30D | -27.5% | -7.2% | -20.2% | -28.2% |
| 3M | -26.5% | +0.9% | -27.4% | -26.0% |
| 6M | -59.6% | -11.8% | -47.8% | -60.3% |
| YTD | -45.4% | -19.4% | -26.0% | -47.2% |
| 1Y | -25.1% | -30.4% | +5.3% | -27.6% |
| All | +33.0% | -39.0% | +72.1% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling