-44.7%
KRMN vs CAPR
+26.9%
-71.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -2.3% |
| 7D | -15.1% | -10.6% | -4.6% | -15.0% |
| 30D | -44.5% | +111.2% | -155.7% | -44.9% |
| 3M | -25.0% | -67.2% | +42.2% | -24.7% |
| 6M | -66.5% | -75.1% | +8.6% | -66.3% |
| YTD | -53.0% | -71.2% | +18.2% | -52.7% |
| 1Y | -44.7% | +31.1% | -75.9% | -45.8% |
| All | -44.7% | +26.9% | -71.6% | -45.8% |
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