+17.2%
KRMN vs CLBK
+61.6%
-44.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.3% | -10.0% | -10.8% |
| 7D | -12.9% | -1.5% | -11.4% | -12.3% |
| 30D | -43.3% | +6.7% | -50.0% | -44.7% |
| 3M | -27.2% | +21.2% | -48.3% | -32.5% |
| 6M | -66.8% | +42.0% | -108.8% | -71.1% |
| YTD | -51.9% | +63.3% | -115.1% | -61.0% |
| 1Y | -43.7% | +65.4% | -109.0% | -54.8% |
| All | +17.2% | +61.6% | -44.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling