-11.2%
ADP vs KRMN
+17.4%
-28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.3% | +10.2% | -0.7% |
| 7D | -5.7% | -12.9% | +7.2% | -5.3% |
| 30D | -3.1% | -43.3% | +40.2% | -1.7% |
| 3M | +15.6% | -27.2% | +42.8% | +16.2% |
| 6M | +20.8% | -66.8% | +87.6% | +26.9% |
| YTD | +4.7% | -51.9% | +56.6% | +5.8% |
| 1Y | -8.3% | -43.7% | +35.4% | -9.4% |
| All | -11.2% | +17.4% | -28.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling