+4.5%
CL vs KRMN
+32.3%
-27.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -1.4% |
| 30D | -5.2% | -31.8% | +26.6% | -5.6% |
| 3M | +3.3% | -20.0% | +23.4% | +3.2% |
| 6M | -4.4% | -60.5% | +56.2% | -5.4% |
| YTD | +13.9% | -45.8% | +59.7% | +13.5% |
| 1Y | +7.6% | -36.4% | +44.0% | +7.0% |
| All | +4.5% | +32.3% | -27.8% | +1.9% |
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