+14.7%
CLF vs KRMN
+35.0%
-20.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.8% | +1.2% |
| 7D | +16.0% | +26.2% | -10.2% | +9.3% |
| 30D | +1.6% | +34.3% | -32.7% | -5.3% |
| 3M | +6.7% | -34.6% | +41.3% | +15.3% |
| 6M | +21.1% | -35.2% | +56.3% | +29.0% |
| YTD | -1.6% | -44.6% | +43.1% | +2.1% |
| 1Y | +18.5% | -40.2% | +58.7% | +19.5% |
| All | +14.7% | +35.0% | -20.3% | -11.2% |
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