+14.4%
KRMN vs CRL
+76.1%
-61.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.4% | -1.8% |
| 7D | -15.1% | -6.9% | -8.2% | -13.4% |
| 30D | -44.5% | -3.2% | -41.3% | -44.0% |
| 3M | -25.0% | +46.5% | -71.6% | -32.4% |
| 6M | -66.5% | +63.1% | -129.7% | -70.8% |
| YTD | -53.0% | +36.9% | -89.9% | -57.4% |
| 1Y | -44.7% | +78.1% | -122.8% | -51.6% |
| All | +14.4% | +76.1% | -61.7% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling