+29.5%
AEP vs KRMN
+17.4%
+12.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | -0.4% |
| 7D | +0.9% | -12.9% | +13.8% | +1.1% |
| 30D | +1.5% | -43.3% | +44.8% | +2.3% |
| 3M | -1.7% | -27.2% | +25.5% | -1.3% |
| 6M | -4.0% | -66.8% | +62.8% | -2.3% |
| YTD | +10.6% | -51.9% | +62.5% | +11.3% |
| 1Y | +18.6% | -43.7% | +62.3% | +18.4% |
| All | +29.5% | +17.4% | +12.1% | +19.6% |
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 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