-7.1%
ADP vs KRMN
+33.3%
-40.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -3.4% | -12.3% | +8.8% | -3.1% |
| 30D | +2.8% | -27.5% | +30.3% | +3.5% |
| 3M | +20.9% | -26.5% | +47.4% | +21.8% |
| 6M | +29.9% | -59.6% | +89.4% | +35.2% |
| YTD | +9.6% | -45.4% | +55.0% | +10.4% |
| 1Y | -5.3% | -25.1% | +19.8% | -8.6% |
| All | -7.1% | +33.3% | -40.3% | -22.2% |
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 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