+2.7%
ECL vs KRMN
-25.5%
+28.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.6% | -12.3% | +9.7% | -2.1% |
| 30D | -2.2% | -27.5% | +25.3% | -1.1% |
| 3M | +10.1% | -26.5% | +36.6% | +11.1% |
| 6M | -5.7% | -59.6% | +53.8% | -3.7% |
| YTD | +7.0% | -45.4% | +52.3% | +7.4% |
| 1Y | +2.7% | -25.1% | +27.8% | +3.3% |
| All | +2.7% | -25.5% | +28.2% | +3.3% |
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