+16.9%
CART vs KRMN
+53.0%
-36.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.6% |
| 7D | +1.5% | +17.3% | -15.8% | +0.9% |
| 30D | +22.4% | +40.8% | -18.4% | +20.9% |
| 3M | +16.5% | -21.2% | +37.7% | +16.6% |
| 6M | +44.9% | -24.6% | +69.4% | +44.9% |
| YTD | +30.0% | -37.3% | +67.2% | +28.7% |
| 1Y | +59.1% | -35.1% | +94.1% | +56.8% |
| All | +16.9% | +53.0% | -36.1% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling