+8.9%
A vs KRMN
+32.3%
-23.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.6% |
| 7D | -2.1% | -3.4% | +1.4% | -1.7% |
| 30D | +0.6% | -31.8% | +32.4% | +4.1% |
| 3M | +10.9% | -20.0% | +30.9% | +12.6% |
| 6M | +28.2% | -60.5% | +88.7% | +38.6% |
| YTD | +8.6% | -45.8% | +54.3% | +12.2% |
| 1Y | +15.5% | -36.4% | +51.9% | +16.5% |
| All | +8.9% | +32.3% | -23.4% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling