-6.1%
ALNY vs KRMN
+17.6%
-23.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -6.5% | -11.8% | +5.2% | -5.5% |
| 30D | +11.0% | -43.0% | +54.1% | +17.4% |
| 3M | -14.1% | -28.8% | +14.8% | -11.7% |
| 6M | -22.4% | -66.3% | +44.0% | -13.6% |
| YTD | -37.5% | -51.8% | +14.3% | -33.8% |
| 1Y | -46.9% | -44.7% | -2.2% | -45.6% |
| All | -6.1% | +17.6% | -23.7% | -19.7% |
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