-2.1%
CTAS vs KRMN
-25.5%
+23.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.8% | -12.3% | +10.4% | -1.5% |
| 30D | -0.2% | -27.5% | +27.3% | +0.6% |
| 3M | +11.7% | -26.5% | +38.2% | +12.4% |
| 6M | +0.7% | -59.6% | +60.3% | +3.0% |
| YTD | +7.4% | -45.4% | +52.8% | +9.0% |
| 1Y | -2.1% | -25.1% | +23.0% | +0.3% |
| All | -2.1% | -25.5% | +23.4% | +0.3% |
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