+17.4%
KRMN vs ALC
-25.3%
+42.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -11.8% | -6.3% | -5.4% | -9.4% |
| 30D | -43.0% | -10.3% | -32.8% | -40.5% |
| 3M | -28.8% | -0.7% | -28.1% | -28.9% |
| 6M | -66.3% | -17.8% | -48.5% | -63.7% |
| YTD | -51.8% | -15.8% | -36.0% | -48.5% |
| 1Y | -44.7% | -16.7% | -28.0% | -40.6% |
| All | +17.4% | -25.3% | +42.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling