+30.2%
AME vs KRMN
+32.3%
-2.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.8% | -3.4% | +6.2% | +3.2% |
| 30D | -6.3% | -31.8% | +25.6% | -2.5% |
| 3M | +5.4% | -20.0% | +25.4% | +7.3% |
| 6M | +7.4% | -60.5% | +68.0% | +16.9% |
| YTD | +16.2% | -45.8% | +61.9% | +20.2% |
| 1Y | +26.8% | -36.4% | +63.2% | +27.4% |
| All | +30.2% | +32.3% | -2.1% | +12.7% |
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