-6.7%
CART vs KRMN
+17.4%
-24.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.3% | +8.4% | -2.5% |
| 7D | -9.5% | -12.9% | +3.4% | -9.2% |
| 30D | -7.8% | -43.3% | +35.6% | -6.5% |
| 3M | +10.4% | -27.2% | +37.6% | +11.1% |
| 6M | +20.1% | -66.8% | +86.9% | +23.2% |
| YTD | +3.7% | -51.9% | +55.6% | +3.8% |
| 1Y | +2.6% | -43.7% | +46.2% | +0.3% |
| All | -6.7% | +17.4% | -24.1% | -25.0% |
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