+4.2%
ECL vs KRMN
+17.4%
-13.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.3% | +9.1% | -1.5% |
| 7D | -2.7% | -12.9% | +10.1% | -2.0% |
| 30D | -4.3% | -43.3% | +39.1% | -1.3% |
| 3M | +3.2% | -27.2% | +30.4% | +4.7% |
| 6M | -2.9% | -66.8% | +63.9% | +2.3% |
| YTD | +4.3% | -51.9% | +56.1% | +6.3% |
| 1Y | +1.6% | -43.7% | +45.3% | +1.8% |
| All | +4.2% | +17.4% | -13.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling