+17.0%
CART vs KRMN
+46.4%
-29.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.4% | +0.1% |
| 7D | +0.3% | +11.1% | -10.9% | -0.2% |
| 30D | +22.4% | +34.7% | -12.3% | +21.1% |
| 3M | +15.6% | -29.4% | +45.0% | +16.1% |
| 6M | +44.9% | -27.8% | +72.7% | +45.1% |
| YTD | +30.0% | -40.0% | +70.0% | +28.9% |
| 1Y | +56.6% | -39.3% | +95.9% | +55.0% |
| All | +17.0% | +46.4% | -29.4% | -6.9% |
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