+33.0%
KRMN vs ABCL
+266.3%
-233.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -12.3% | +0.7% | -13.0% | -12.4% |
| 30D | -27.5% | +93.1% | -120.5% | -39.1% |
| 3M | -26.5% | +79.4% | -105.9% | -37.9% |
| 6M | -59.6% | +214.9% | -274.4% | -71.1% |
| YTD | -45.4% | +234.2% | -279.6% | -61.5% |
| 1Y | -25.1% | +174.8% | -199.9% | -45.4% |
| All | +33.0% | +266.3% | -233.3% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling