+47.0%
ALLE vs KRMN
+35.5%
+11.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +3.6% | -10.9% | +14.4% | +4.3% |
| 30D | +25.9% | +34.9% | -9.0% | +22.2% |
| 3M | +15.8% | -32.8% | +48.5% | +19.1% |
| 6M | +48.1% | -39.6% | +87.6% | +52.5% |
| YTD | +22.0% | -44.4% | +66.4% | +23.8% |
| 1Y | +18.0% | -32.2% | +50.3% | +17.2% |
| All | +47.0% | +35.5% | +11.4% | +28.2% |
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