+136.6%
CAT vs KRMN
+32.3%
+104.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +5.6% | -3.4% | +9.0% | +6.1% |
| 30D | -2.3% | -31.8% | +29.5% | +3.6% |
| 3M | -10.0% | -20.0% | +10.0% | -7.5% |
| 6M | +21.2% | -60.5% | +81.8% | +37.7% |
| YTD | +44.4% | -45.8% | +90.2% | +52.9% |
| 1Y | +96.3% | -36.4% | +132.6% | +100.0% |
| All | +136.6% | +32.3% | +104.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling