-0.6%
CTAS vs KRMN
+17.6%
-18.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.0% | +1.4% |
| 7D | +0.5% | -11.8% | +12.3% | +1.3% |
| 30D | -0.7% | -43.0% | +42.3% | +2.8% |
| 3M | +11.1% | -28.8% | +39.9% | +13.0% |
| 6M | +2.1% | -66.3% | +68.5% | +9.4% |
| YTD | +8.0% | -51.8% | +59.7% | +10.8% |
| 1Y | -0.5% | -44.7% | +44.2% | -0.2% |
| All | -0.6% | +17.6% | -18.2% | -16.4% |
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