+14.2%
AFL vs KRMN
+14.6%
-0.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.2% |
| 7D | -3.3% | -15.1% | +11.8% | -3.2% |
| 30D | -5.0% | -44.5% | +39.5% | -4.9% |
| 3M | -1.8% | -25.0% | +23.3% | -1.8% |
| 6M | +4.8% | -66.5% | +71.4% | +6.3% |
| YTD | +5.4% | -53.0% | +58.4% | +4.4% |
| 1Y | +9.0% | -44.7% | +53.7% | +5.4% |
| All | +14.2% | +14.6% | -0.5% | -6.3% |
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