-2.5%
AMT vs KRMN
+17.4%
-19.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | -0.2% |
| 7D | +1.5% | -12.9% | +14.3% | +1.4% |
| 30D | +3.7% | -43.3% | +47.1% | +3.7% |
| 3M | -7.2% | -27.2% | +20.0% | -7.3% |
| 6M | -4.2% | -66.8% | +62.6% | -3.4% |
| YTD | +1.9% | -51.9% | +53.7% | +1.5% |
| 1Y | -6.4% | -43.7% | +37.3% | -7.8% |
| All | -2.5% | +17.4% | -19.9% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling