+17.2%
KRMN vs ABCL
+254.2%
-237.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.4% | -7.9% | -10.5% |
| 7D | -12.9% | -2.7% | -10.1% | -12.2% |
| 30D | -43.3% | +18.3% | -61.6% | -45.9% |
| 3M | -27.2% | +108.5% | -135.7% | -40.7% |
| 6M | -66.8% | +213.9% | -280.7% | -76.2% |
| YTD | -51.9% | +223.1% | -275.0% | -65.8% |
| 1Y | -43.7% | +160.6% | -204.3% | -58.5% |
| All | +17.2% | +254.2% | -237.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling