+6.2%
A vs KRMN
+14.6%
-8.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.9% |
| 7D | -4.6% | -15.1% | +10.6% | -3.1% |
| 30D | -4.3% | -44.5% | +40.2% | +1.0% |
| 3M | +8.9% | -25.0% | +34.0% | +11.1% |
| 6M | +24.5% | -66.5% | +91.1% | +36.7% |
| YTD | +5.8% | -53.0% | +58.8% | +10.8% |
| 1Y | +16.2% | -44.7% | +61.0% | +18.7% |
| All | +6.2% | +14.6% | -8.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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