+134.2%
CAT vs KRMN
+33.3%
+100.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | +1.7% | -12.3% | +14.0% | +3.8% |
| 30D | -6.6% | -27.5% | +20.9% | -1.9% |
| 3M | -13.3% | -26.5% | +13.2% | -9.7% |
| 6M | +11.6% | -59.6% | +71.2% | +26.3% |
| YTD | +42.9% | -45.4% | +88.3% | +51.2% |
| 1Y | +95.4% | -25.1% | +120.5% | +92.9% |
| All | +134.2% | +33.3% | +100.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling