+134.6%
CAT vs KRMN
+17.4%
+117.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.4% | +0.9% |
| 7D | +2.9% | -12.9% | +15.8% | +5.1% |
| 30D | -2.6% | -43.3% | +40.7% | +6.3% |
| 3M | -10.7% | -27.2% | +16.5% | -6.9% |
| 6M | +16.1% | -66.8% | +82.9% | +35.5% |
| YTD | +43.2% | -51.9% | +95.1% | +54.4% |
| 1Y | +96.8% | -43.7% | +140.5% | +104.2% |
| All | +134.6% | +17.4% | +117.2% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling