-4.0%
AMC vs KRMN
+35.0%
-39.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.0% | -1.3% |
| 7D | +8.4% | +26.2% | -17.8% | +4.9% |
| 30D | +9.2% | +34.3% | -25.2% | +4.3% |
| 3M | +32.0% | -34.6% | +66.6% | +37.3% |
| 6M | +149.3% | -35.2% | +184.4% | +156.5% |
| YTD | +114.1% | -44.6% | +158.8% | +119.2% |
| 1Y | +35.8% | -40.2% | +76.0% | +35.7% |
| All | -4.0% | +35.0% | -39.0% | -20.5% |
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