-59.7%
KRMN vs ACM
-46.6%
-13.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.9% | -16.5% | -14.2% |
| 7D | -10.0% | +9.5% | -19.6% | -12.1% |
| 30D | +3.5% | +14.7% | -11.2% | 0.0% |
| 3M | -36.7% | -9.5% | -27.2% | -35.2% |
| 6M | -47.7% | -18.0% | -29.6% | -43.9% |
| YTD | -53.3% | -27.3% | -26.0% | -46.9% |
| 1Y | -59.7% | -47.0% | -12.7% | -56.8% |
| All | -59.7% | -46.6% | -13.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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