+101.6%
ADM vs KRMN
+14.6%
+87.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +3.0% | -15.1% | +18.1% | +3.2% |
| 30D | +8.7% | -44.5% | +53.2% | +9.8% |
| 3M | +7.6% | -25.0% | +32.6% | +8.0% |
| 6M | +26.9% | -66.5% | +93.4% | +30.4% |
| YTD | +54.3% | -53.0% | +107.3% | +56.3% |
| 1Y | +45.7% | -44.7% | +90.4% | +47.0% |
| All | +101.6% | +14.6% | +87.0% | +95.2% |
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