-18.3%
AMRZ vs KRMN
-13.8%
-4.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -4.2% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | -9.8% | -31.8% | +22.0% | -5.7% |
| 3M | -17.2% | -20.0% | +2.8% | -15.6% |
| 6M | -26.9% | -60.5% | +33.6% | -19.3% |
| YTD | -21.5% | -45.8% | +24.3% | -17.6% |
| 1Y | -22.9% | -36.4% | +13.5% | -20.5% |
| All | -18.3% | -13.8% | -4.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling