-41.3%
ACI vs KRMN
+17.4%
-58.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.3% | +8.9% | -2.8% |
| 7D | -5.0% | -12.9% | +7.8% | -5.5% |
| 30D | -2.3% | -43.3% | +41.0% | -4.4% |
| 3M | -23.2% | -27.2% | +4.0% | -23.9% |
| 6M | -29.5% | -66.8% | +37.3% | -32.5% |
| YTD | -28.6% | -51.9% | +23.3% | -29.8% |
| 1Y | -34.0% | -43.7% | +9.6% | -34.5% |
| All | -41.3% | +17.4% | -58.7% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling