-23.3%
KRMN vs CAI
-9.9%
-13.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.2% |
| 7D | -11.8% | -2.9% | -8.8% | -10.9% |
| 30D | -43.0% | +9.3% | -52.4% | -44.8% |
| 3M | -28.8% | +35.2% | -64.1% | -36.1% |
| 6M | -66.3% | +30.7% | -97.1% | -70.0% |
| YTD | -51.8% | -9.8% | -42.0% | -53.0% |
| 1Y | -44.7% | -28.9% | -15.9% | -44.9% |
| All | -23.3% | -9.9% | -13.5% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling