+2.0%
AIG vs KRMN
+17.6%
-15.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.4% |
| 7D | -1.2% | -11.8% | +10.6% | -1.0% |
| 30D | -1.1% | -43.0% | +42.0% | -0.2% |
| 3M | +0.7% | -28.8% | +29.5% | +1.1% |
| 6M | -2.2% | -66.3% | +64.2% | +0.2% |
| YTD | -10.8% | -51.8% | +40.9% | -11.5% |
| 1Y | -2.0% | -44.7% | +42.7% | -4.5% |
| All | +2.0% | +17.6% | -15.6% | -14.2% |
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