+17.2%
KRMN vs CAPR
-43.0%
+60.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.6% | -6.6% | -11.2% |
| 7D | -12.9% | -12.6% | -0.2% | -12.7% |
| 30D | -43.3% | +124.4% | -167.8% | -44.0% |
| 3M | -27.2% | -66.8% | +39.6% | -26.8% |
| 6M | -66.8% | -71.8% | +5.0% | -66.5% |
| YTD | -51.9% | -70.1% | +18.2% | -51.6% |
| 1Y | -43.7% | +33.3% | -77.0% | -45.5% |
| All | +17.2% | -43.0% | +60.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling