+17.2%
KRMN vs ALC
-22.6%
+39.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.0% | -10.3% | -10.9% |
| 7D | -12.9% | -5.3% | -7.6% | -11.0% |
| 30D | -43.3% | -7.1% | -36.3% | -41.7% |
| 3M | -27.2% | +0.8% | -28.0% | -27.5% |
| 6M | -66.8% | -16.0% | -50.8% | -64.5% |
| YTD | -51.9% | -12.7% | -39.1% | -49.3% |
| 1Y | -43.7% | -12.8% | -30.8% | -40.6% |
| All | +17.2% | -22.6% | +39.8% | +29.1% |
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