-52.6%
ACN vs KRMN
+32.3%
-84.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | +1.9% | -31.8% | +33.7% | +3.7% |
| 3M | +3.9% | -20.0% | +23.9% | +4.7% |
| 6M | -15.0% | -60.5% | +45.5% | -10.3% |
| YTD | -31.9% | -45.8% | +13.9% | -30.6% |
| 1Y | -28.5% | -36.4% | +7.8% | -28.9% |
| All | -52.6% | +32.3% | -84.9% | -58.5% |
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