-23.4%
KRMN vs CAI
-11.0%
-12.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.2% | -8.1% | -10.3% |
| 7D | -12.9% | -3.1% | -9.8% | -12.0% |
| 30D | -43.3% | +2.7% | -46.0% | -44.1% |
| 3M | -27.2% | +41.7% | -68.9% | -35.6% |
| 6M | -66.8% | +26.5% | -93.3% | -70.1% |
| YTD | -51.9% | -10.9% | -40.9% | -52.9% |
| 1Y | -43.7% | -29.2% | -14.4% | -43.6% |
| All | -23.4% | -11.0% | -12.4% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling