+4.0%
CL vs KRMN
+17.4%
-13.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.3% | +10.8% | -0.5% |
| 7D | -2.3% | -12.9% | +10.6% | -2.4% |
| 30D | -5.5% | -43.3% | +37.8% | -6.1% |
| 3M | +0.8% | -27.2% | +28.0% | +0.7% |
| 6M | -4.2% | -66.8% | +62.6% | -5.5% |
| YTD | +13.4% | -51.9% | +65.3% | +12.9% |
| 1Y | +7.1% | -43.7% | +50.7% | +6.4% |
| All | +4.0% | +17.4% | -13.4% | +1.4% |
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 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