+2.2%
CART vs KRMN
+33.3%
-31.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | +1.0% | -12.3% | +13.3% | +1.3% |
| 30D | +12.6% | -27.5% | +40.1% | +13.4% |
| 3M | +23.1% | -26.5% | +49.6% | +23.8% |
| 6M | +39.5% | -59.6% | +99.1% | +42.3% |
| YTD | +13.5% | -45.4% | +58.9% | +13.3% |
| 1Y | +14.9% | -25.1% | +40.0% | +9.2% |
| All | +2.2% | +33.3% | -31.1% | -18.2% |
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