+19.9%
ALLE vs KRMN
+33.3%
-13.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -0.2% | -12.3% | +12.0% | +0.9% |
| 30D | -6.8% | -27.5% | +20.7% | -4.3% |
| 3M | +21.0% | -26.5% | +47.5% | +23.6% |
| 6M | +1.1% | -59.6% | +60.7% | +7.5% |
| YTD | -0.5% | -45.4% | +44.8% | +1.7% |
| 1Y | -7.3% | -25.1% | +17.8% | -9.4% |
| All | +19.9% | +33.3% | -13.4% | +5.3% |
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