+17.4%
KRMN vs CLBK
+62.3%
-44.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -11.8% | -1.5% | -10.3% | -11.2% |
| 30D | -43.0% | -1.0% | -42.0% | -42.8% |
| 3M | -28.8% | +22.9% | -51.8% | -34.5% |
| 6M | -66.3% | +44.2% | -110.6% | -70.9% |
| YTD | -51.8% | +64.0% | -115.8% | -61.0% |
| 1Y | -44.7% | +65.7% | -110.4% | -55.6% |
| All | +17.4% | +62.3% | -44.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling