+67.7%
ALB vs KRMN
+32.3%
+35.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -4.4% | -3.4% | -1.0% | -3.9% |
| 30D | -1.2% | -31.8% | +30.7% | +5.0% |
| 3M | -13.3% | -20.0% | +6.7% | -10.7% |
| 6M | -19.8% | -60.5% | +40.8% | -8.4% |
| YTD | -7.9% | -45.8% | +37.8% | -0.4% |
| 1Y | +60.2% | -36.4% | +96.5% | +67.9% |
| All | +67.7% | +32.3% | +35.4% | +51.0% |
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