-20.2%
AMRZ vs KRMN
-23.5%
+3.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.3% | +8.9% | -0.9% |
| 7D | -4.7% | -12.9% | +8.2% | -3.1% |
| 30D | -11.3% | -43.3% | +32.1% | -5.1% |
| 3M | -22.1% | -27.2% | +5.1% | -19.6% |
| 6M | -29.6% | -66.8% | +37.2% | -20.6% |
| YTD | -23.3% | -51.9% | +28.6% | -18.4% |
| 1Y | -23.7% | -43.7% | +19.9% | -20.2% |
| All | -20.2% | -23.5% | +3.3% | -17.6% |
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