+33.9%
AMGN vs KRMN
+17.6%
+16.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -13.7% | -11.8% | -1.9% | -13.4% |
| 30D | -8.8% | -43.0% | +34.2% | -7.7% |
| 3M | +7.2% | -28.8% | +36.0% | +8.0% |
| 6M | +1.3% | -66.3% | +67.6% | +2.2% |
| YTD | +17.6% | -51.8% | +69.4% | +17.7% |
| 1Y | +37.2% | -44.7% | +81.9% | +35.9% |
| All | +33.9% | +17.6% | +16.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling