+4.0%
CLF vs KRMN
-45.6%
+49.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -3.7% | -15.1% | +11.5% | -0.6% |
| 30D | -4.7% | -44.5% | +39.8% | +7.2% |
| 3M | -4.7% | -25.0% | +20.4% | +0.5% |
| 6M | +24.0% | -66.5% | +90.5% | +47.2% |
| YTD | -10.9% | -53.0% | +42.1% | -8.2% |
| 1Y | +4.0% | -44.7% | +48.8% | -1.6% |
| All | +4.0% | -45.6% | +49.6% | -1.6% |
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