+33.0%
KRMN vs CASY
+72.8%
-39.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -12.3% | +0.1% | -12.3% | -12.3% |
| 30D | -27.5% | -11.3% | -16.1% | -26.3% |
| 3M | -26.5% | -0.6% | -25.8% | -27.6% |
| 6M | -59.6% | +10.7% | -70.3% | -61.7% |
| YTD | -45.4% | +37.1% | -82.5% | -51.7% |
| 1Y | -25.1% | +52.3% | -77.4% | -36.7% |
| All | +33.0% | +72.8% | -39.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 all: compounded portfolio wealth divided by compounded CASY 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…
all analysis · Full analysis span regression · 6 months rolling