+73.1%
CAT vs KRMN
+35.5%
+37.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | -10.9% | +18.3% | +9.0% |
| 30D | -19.7% | +34.9% | -54.6% | -24.0% |
| 3M | -29.6% | -32.8% | +3.2% | -25.9% |
| 6M | -33.2% | -39.6% | +6.4% | -29.4% |
| YTD | +5.7% | -44.4% | +50.1% | +10.2% |
| 1Y | +9.3% | -32.2% | +41.6% | +9.7% |
| All | +73.1% | +35.5% | +37.6% | +44.6% |
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