-14.7%
AMRZ vs KRMN
-13.2%
-1.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.9% | -12.3% | +10.4% | -0.4% |
| 30D | -16.9% | -27.5% | +10.5% | -13.8% |
| 3M | -19.2% | -26.5% | +7.3% | -16.8% |
| 6M | -29.3% | -59.6% | +30.3% | -22.1% |
| YTD | -18.0% | -45.4% | +27.4% | -14.0% |
| 1Y | -15.1% | -25.1% | +10.0% | -13.4% |
| All | -14.7% | -13.2% | -1.5% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling