+150.1%
AMAT vs KRMN
+33.3%
+116.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | -1.5% | -12.3% | +10.8% | +1.2% |
| 30D | -14.8% | -27.5% | +12.7% | -8.9% |
| 3M | -9.3% | -26.5% | +17.2% | -4.1% |
| 6M | +27.4% | -59.6% | +87.0% | +50.7% |
| YTD | +77.6% | -45.4% | +122.9% | +93.3% |
| 1Y | +188.9% | -25.1% | +214.0% | +191.0% |
| All | +150.1% | +33.3% | +116.9% | +116.4% |
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