-44.7%
KRMN vs ACM
-48.8%
+4.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -11.8% | -4.6% | -7.2% | -10.6% |
| 30D | -43.0% | +4.1% | -47.1% | -43.6% |
| 3M | -28.8% | -8.3% | -20.5% | -27.5% |
| 6M | -66.3% | -30.1% | -36.3% | -61.3% |
| YTD | -51.8% | -32.6% | -19.2% | -43.6% |
| 1Y | -44.7% | -49.6% | +4.9% | -34.6% |
| All | -44.7% | -48.8% | +4.1% | -34.6% |
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