+17.4%
KRMN vs CRL
+79.5%
-62.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | -11.8% | -3.5% | -8.2% | -10.9% |
| 30D | -43.0% | -2.1% | -40.9% | -42.7% |
| 3M | -28.8% | +48.0% | -76.8% | -36.1% |
| 6M | -66.3% | +64.7% | -131.1% | -70.7% |
| YTD | -51.8% | +39.5% | -91.3% | -56.5% |
| 1Y | -44.7% | +74.2% | -118.9% | -51.6% |
| All | +17.4% | +79.5% | -62.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling