-10.6%
CCL vs KRMN
+17.6%
-28.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.3% | +0.7% |
| 7D | -3.2% | -11.8% | +8.5% | -0.6% |
| 30D | -17.8% | -43.0% | +25.2% | -7.0% |
| 3M | -18.7% | -28.8% | +10.2% | -13.4% |
| 6M | -11.4% | -66.3% | +54.9% | +10.8% |
| YTD | -24.3% | -51.8% | +27.5% | -16.4% |
| 1Y | -28.8% | -44.7% | +15.9% | -26.1% |
| All | -10.6% | +17.6% | -28.2% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling