-11.5%
AJG vs KRMN
-25.5%
+14.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -1.8% | -12.3% | +10.4% | -1.7% |
| 30D | +4.6% | -27.5% | +32.1% | +4.9% |
| 3M | +24.9% | -26.5% | +51.4% | +25.4% |
| 6M | +17.2% | -59.6% | +76.8% | +20.2% |
| YTD | +2.2% | -45.4% | +47.5% | +3.5% |
| 1Y | -11.5% | -25.1% | +13.6% | -11.6% |
| All | -11.5% | -25.5% | +14.0% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling