-59.7%
KRMN vs CLBK
+65.7%
-125.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.9% | -14.4% | -13.7% |
| 7D | -10.0% | +4.6% | -14.6% | -11.2% |
| 30D | +3.5% | -1.5% | +5.0% | +4.0% |
| 3M | -36.7% | +4.4% | -41.1% | -36.9% |
| 6M | -47.7% | +31.7% | -79.4% | -50.6% |
| YTD | -53.3% | +58.7% | -112.0% | -58.0% |
| 1Y | -59.7% | +64.9% | -124.5% | -66.1% |
| All | -59.7% | +65.7% | -125.4% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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