-37.9%
CLX vs KRMN
+17.6%
-55.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -5.7% | -11.8% | +6.1% | -5.2% |
| 30D | -17.0% | -43.0% | +26.0% | -15.2% |
| 3M | -9.7% | -28.8% | +19.2% | -8.4% |
| 6M | -19.8% | -66.3% | +46.5% | -18.0% |
| YTD | -9.8% | -51.8% | +41.9% | -8.4% |
| 1Y | -26.2% | -44.7% | +18.5% | -25.5% |
| All | -37.9% | +17.6% | -55.5% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling