-25.1%
KRMN vs CAPR
+48.7%
-73.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -12.3% | -2.0% | -10.3% | -12.3% |
| 30D | -27.5% | +139.2% | -166.7% | -28.3% |
| 3M | -26.5% | -66.4% | +39.9% | -26.1% |
| 6M | -59.6% | -63.1% | +3.6% | -59.4% |
| YTD | -45.4% | -67.4% | +22.1% | -45.1% |
| 1Y | -25.1% | +58.2% | -83.4% | -30.7% |
| All | -25.1% | +48.7% | -73.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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