+14.4%
KRMN vs ACM
-38.5%
+52.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | -15.1% | -5.9% | -9.2% | -12.8% |
| 30D | -44.5% | -6.2% | -38.3% | -43.1% |
| 3M | -25.0% | -7.9% | -17.1% | -23.4% |
| 6M | -66.5% | -30.6% | -35.9% | -59.6% |
| YTD | -53.0% | -33.3% | -19.7% | -42.3% |
| 1Y | -44.7% | -49.2% | +4.5% | -21.9% |
| All | +14.4% | -38.5% | +52.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling