-59.7%
KRMN vs ABCL
+138.2%
-197.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.8% | -14.3% | -13.7% |
| 7D | -10.0% | -10.0% | -0.1% | -7.7% |
| 30D | +3.5% | -10.9% | +14.4% | +6.1% |
| 3M | -36.7% | +101.6% | -138.4% | -52.3% |
| 6M | -47.7% | +167.5% | -215.2% | -67.5% |
| YTD | -53.3% | +259.1% | -312.4% | -76.7% |
| 1Y | -59.7% | +152.2% | -211.8% | -73.8% |
| All | -59.7% | +138.2% | -197.9% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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