-59.7%
KRMN vs CRL
+85.3%
-145.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -7.3% | -6.2% | -9.8% |
| 7D | -10.0% | -12.8% | +2.7% | -3.5% |
| 30D | +3.5% | +5.0% | -1.5% | +1.4% |
| 3M | -36.7% | +39.4% | -76.1% | -46.4% |
| 6M | -47.7% | +89.4% | -137.0% | -62.9% |
| YTD | -53.3% | +63.6% | -116.9% | -64.6% |
| 1Y | -59.7% | +83.5% | -143.1% | -72.3% |
| All | -59.7% | +85.3% | -145.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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