-44.7%
KRMN vs CLBK
+68.0%
-112.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -11.8% | -1.5% | -10.3% | -11.5% |
| 30D | -43.0% | -1.0% | -42.0% | -42.9% |
| 3M | -28.8% | +22.9% | -51.8% | -31.7% |
| 6M | -66.3% | +44.2% | -110.6% | -68.5% |
| YTD | -51.8% | +64.0% | -115.8% | -56.0% |
| 1Y | -44.7% | +65.7% | -110.4% | -50.0% |
| All | -44.7% | +68.0% | -112.7% | -50.0% |
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