-37.2%
CLX vs KRMN
+14.6%
-51.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.8% |
| 7D | -5.9% | -15.1% | +9.3% | -5.2% |
| 30D | -17.0% | -44.5% | +27.4% | -15.1% |
| 3M | -9.6% | -25.0% | +15.4% | -8.4% |
| 6M | -21.5% | -66.5% | +45.0% | -19.6% |
| YTD | -8.8% | -53.0% | +44.2% | -7.2% |
| 1Y | -24.7% | -44.7% | +20.1% | -24.0% |
| All | -37.2% | +14.6% | -51.8% | -40.1% |
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