+27.7%
CL vs KRMN
-35.7%
+63.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | 0.0% |
| 7D | -0.8% | +30.8% | -31.6% | +0.2% |
| 30D | +9.5% | +40.2% | -30.6% | +10.6% |
| 3M | +6.8% | -27.8% | +34.6% | +7.4% |
| 6M | +14.3% | -24.0% | +38.3% | +15.5% |
| YTD | +27.0% | -38.9% | +65.9% | +28.4% |
| All | +27.7% | -35.7% | +63.4% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling