+96.0%
ADM vs KRMN
+32.3%
+63.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -0.1% | -3.4% | +3.3% | 0.0% |
| 30D | +11.0% | -31.8% | +42.9% | +11.8% |
| 3M | +6.0% | -20.0% | +26.0% | +6.4% |
| 6M | +26.9% | -60.5% | +87.4% | +30.1% |
| YTD | +50.0% | -45.8% | +95.8% | +51.6% |
| 1Y | +39.6% | -36.4% | +76.0% | +40.6% |
| All | +96.0% | +32.3% | +63.7% | +89.4% |
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