+35.3%
KRMN vs CAPR
-37.1%
+72.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.5% |
| 7D | -10.9% | +5.9% | -16.7% | -10.9% |
| 30D | +34.9% | +44.6% | -9.7% | +34.2% |
| 3M | -32.8% | +126.4% | -159.2% | -33.7% |
| 6M | -39.6% | -68.6% | +29.0% | -39.3% |
| YTD | -44.4% | -67.0% | +22.5% | -44.2% |
| 1Y | -32.2% | +65.2% | -97.4% | -34.8% |
| All | +35.3% | -37.1% | +72.4% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling