+6.2%
ACGL vs KRMN
+32.3%
-26.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -2.9% | -3.4% | +0.5% | -2.9% |
| 30D | -2.8% | -31.8% | +29.0% | -2.5% |
| 3M | +6.8% | -20.0% | +26.9% | +7.0% |
| 6M | -1.5% | -60.5% | +59.0% | +0.3% |
| YTD | -0.2% | -45.8% | +45.5% | -1.3% |
| 1Y | +5.3% | -36.4% | +41.6% | +1.6% |
| All | +6.2% | +32.3% | -26.1% | -13.0% |
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