-17.6%
ABT vs KRMN
+17.4%
-35.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.3% | +11.0% | 0.0% |
| 7D | -4.7% | -12.9% | +8.1% | -4.4% |
| 30D | -3.1% | -43.3% | +40.2% | -1.9% |
| 3M | +16.1% | -27.2% | +43.3% | +16.8% |
| 6M | -5.3% | -66.8% | +61.5% | -3.6% |
| YTD | -14.4% | -51.9% | +37.4% | -13.5% |
| 1Y | -18.4% | -43.7% | +25.3% | -18.0% |
| All | -17.6% | +17.4% | -35.0% | -22.7% |
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