+14.4%
KRMN vs ALC
-24.7%
+39.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -1.3% |
| 7D | -15.1% | -7.7% | -7.5% | -12.4% |
| 30D | -44.5% | -11.7% | -32.8% | -41.7% |
| 3M | -25.0% | +0.7% | -25.7% | -25.5% |
| 6M | -66.5% | -17.1% | -49.5% | -64.0% |
| YTD | -53.0% | -15.1% | -37.9% | -50.0% |
| 1Y | -44.7% | -14.1% | -30.6% | -41.5% |
| All | +14.4% | -24.7% | +39.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling