+41.0%
CLS vs KRMN
-43.1%
+84.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.7% |
| 7D | +10.9% | -11.8% | +22.7% | +15.1% |
| 30D | +2.1% | -43.0% | +45.1% | +21.7% |
| 3M | -10.2% | -28.8% | +18.7% | -1.8% |
| 6M | +30.4% | -66.3% | +96.7% | +86.7% |
| YTD | +17.2% | -51.8% | +69.0% | +30.8% |
| 1Y | +41.0% | -44.7% | +85.7% | +29.5% |
| All | +41.0% | -43.1% | +84.1% | +29.5% |
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