+131.6%
CAT vs KRMN
+14.6%
+117.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +0.6% | -15.1% | +15.7% | +3.1% |
| 30D | -4.5% | -44.5% | +39.9% | +4.6% |
| 3M | -5.8% | -25.0% | +19.2% | -2.3% |
| 6M | +12.7% | -66.5% | +79.3% | +31.4% |
| YTD | +41.4% | -53.0% | +94.4% | +52.9% |
| 1Y | +92.1% | -44.7% | +136.8% | +99.8% |
| All | +131.6% | +14.6% | +117.0% | +100.7% |
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