-25.5%
AJG vs KRMN
+17.6%
-43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -8.3% | -11.8% | +3.5% | -7.7% |
| 30D | -5.7% | -43.0% | +37.3% | -3.4% |
| 3M | +9.1% | -28.8% | +37.9% | +10.4% |
| 6M | +15.2% | -66.3% | +81.6% | +22.5% |
| YTD | -6.3% | -51.8% | +45.5% | -4.2% |
| 1Y | -19.1% | -44.7% | +25.6% | -19.0% |
| All | -25.5% | +17.6% | -43.1% | -34.9% |
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