+42.0%
AA vs KRMN
+17.4%
+24.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.3% | +9.3% | +0.6% |
| 7D | -0.6% | -12.9% | +12.2% | +2.4% |
| 30D | -1.6% | -43.3% | +41.8% | +11.7% |
| 3M | -29.8% | -27.2% | -2.6% | -25.5% |
| 6M | -16.6% | -66.8% | +50.2% | +5.2% |
| YTD | -4.0% | -51.9% | +47.8% | +6.5% |
| 1Y | +63.5% | -43.7% | +107.2% | +73.6% |
| All | +42.0% | +17.4% | +24.6% | +21.1% |
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 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