-59.7%
KRMN vs CAPR
+47.4%
-107.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.3% | -21.8% | -13.6% |
| 7D | -10.0% | +43.2% | -53.2% | -10.4% |
| 30D | +3.5% | +14.7% | -11.2% | +3.3% |
| 3M | -36.7% | +113.9% | -150.6% | -37.3% |
| 6M | -47.7% | -73.4% | +25.7% | -47.3% |
| YTD | -53.3% | -69.1% | +15.8% | -53.1% |
| 1Y | -59.7% | +47.2% | -106.9% | -61.2% |
| All | -59.7% | +47.4% | -107.1% | -61.2% |
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