+20.2%
CLF vs KRMN
-59.3%
+79.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -13.5% | +4.3% | -6.9% |
| 7D | -7.9% | -10.0% | +2.1% | -6.2% |
| 30D | +5.2% | +3.5% | +1.8% | +4.8% |
| 3M | +4.3% | -36.7% | +41.0% | +12.8% |
| 6M | +25.3% | -47.7% | +73.0% | +36.8% |
| YTD | -3.3% | -53.3% | +50.0% | +0.1% |
| 1Y | +20.2% | -59.7% | +79.9% | +31.5% |
| All | +20.2% | -59.3% | +79.6% | +31.5% |
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