+35.3%
KRMN vs ALC
-16.2%
+51.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.5% |
| 7D | -10.9% | -1.1% | -9.8% | -10.6% |
| 30D | +34.9% | +16.0% | +18.9% | +26.0% |
| 3M | -32.8% | +0.8% | -33.6% | -33.7% |
| 6M | -39.6% | +16.8% | -56.4% | -44.1% |
| YTD | -44.4% | -5.5% | -38.9% | -43.9% |
| 1Y | -32.2% | -5.3% | -27.0% | -31.6% |
| All | +35.3% | -16.2% | +51.5% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling