-59.7%
KRMN vs CAI
+12.6%
-72.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.1% | -14.6% | -13.9% |
| 7D | -10.0% | -6.3% | -3.7% | -8.1% |
| 30D | +3.5% | +9.3% | -5.8% | +0.2% |
| 3M | -36.7% | +106.3% | -143.0% | -53.0% |
| 6M | -47.7% | +77.7% | -125.4% | -59.8% |
| YTD | -53.3% | +23.1% | -76.4% | -57.6% |
| 1Y | -59.7% | +6.5% | -66.2% | -61.5% |
| All | -59.7% | +12.6% | -72.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling