-18.1%
AMRZ vs KRMN
-4.6%
-13.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.6% | -1.4% |
| 7D | +0.2% | +11.1% | -10.9% | -0.9% |
| 30D | +16.2% | +34.7% | -18.6% | +12.0% |
| 3M | -8.9% | -29.4% | +20.4% | -5.4% |
| 6M | -20.1% | -27.8% | +7.7% | -18.2% |
| YTD | -21.3% | -40.0% | +18.7% | -18.6% |
| 1Y | -12.6% | -39.3% | +26.6% | -10.3% |
| All | -18.1% | -4.6% | -13.5% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling