+25.3%
ADP vs KRMN
-39.5%
+64.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.2% | -10.9% | +13.0% | +1.9% |
| 30D | +10.6% | +34.9% | -24.3% | +11.4% |
| 3M | +12.9% | -32.8% | +45.7% | +12.5% |
| 6M | +50.6% | -39.6% | +90.2% | +51.0% |
| YTD | +23.2% | -44.4% | +67.6% | +23.7% |
| 1Y | +25.3% | -32.2% | +57.5% | +25.8% |
| All | +25.3% | -39.5% | +64.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling