+21.2%
ACGL vs KRMN
+35.0%
-13.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.4% | +9.4% | 0.0% |
| 7D | -1.2% | +26.2% | -27.4% | -0.9% |
| 30D | +12.8% | +34.3% | -21.5% | +12.8% |
| 3M | +12.3% | -34.6% | +46.9% | +13.1% |
| 6M | +15.8% | -35.2% | +51.0% | +17.0% |
| YTD | +13.9% | -44.6% | +58.5% | +13.0% |
| 1Y | +19.0% | -40.2% | +59.2% | +17.1% |
| All | +21.2% | +35.0% | -13.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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