-19.4%
AMRZ vs KRMN
-24.7%
+5.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.8% |
| 7D | -5.5% | +30.8% | -36.3% | -6.4% |
| 30D | +15.6% | +40.2% | -24.5% | +12.8% |
| 3M | -12.1% | -27.8% | +15.7% | -8.7% |
| 6M | -19.4% | -24.0% | +4.6% | -18.8% |
| All | -19.4% | -24.7% | +5.2% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling