-10.2%
ADP vs KRMN
+17.6%
-27.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | +0.3% |
| 7D | -3.4% | -11.8% | +8.4% | -3.1% |
| 30D | -0.4% | -43.0% | +42.6% | +1.0% |
| 3M | +19.7% | -28.8% | +48.6% | +20.5% |
| 6M | +27.9% | -66.3% | +94.3% | +34.3% |
| YTD | +5.9% | -51.8% | +57.7% | +7.1% |
| 1Y | -7.5% | -44.7% | +37.2% | -8.4% |
| All | -10.2% | +17.6% | -27.8% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling