+9.3%
CAT vs KRMN
-39.5%
+48.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | -10.9% | +18.3% | +8.8% |
| 30D | -19.7% | +34.9% | -54.6% | -23.5% |
| 3M | -29.6% | -32.8% | +3.2% | -25.9% |
| 6M | -33.2% | -39.6% | +6.4% | -29.5% |
| YTD | +5.7% | -44.4% | +50.1% | +5.4% |
| 1Y | +9.3% | -32.2% | +41.6% | +0.8% |
| All | +9.3% | -39.5% | +48.9% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling