+17.2%
KRMN vs ACM
-37.4%
+54.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.1% | -8.2% | -10.0% |
| 7D | -12.9% | -3.7% | -9.2% | -11.4% |
| 30D | -43.3% | -12.7% | -30.7% | -40.1% |
| 3M | -27.2% | -9.8% | -17.4% | -24.6% |
| 6M | -66.8% | -31.4% | -35.4% | -59.5% |
| YTD | -51.9% | -32.1% | -19.8% | -41.3% |
| 1Y | -43.7% | -47.8% | +4.2% | -21.7% |
| All | +17.2% | -37.4% | +54.6% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling