-21.7%
AON vs KRMN
+17.6%
-39.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -1.7% |
| 7D | -6.3% | -11.8% | +5.4% | -5.9% |
| 30D | -14.1% | -43.0% | +28.9% | -13.0% |
| 3M | -9.5% | -28.8% | +19.4% | -8.7% |
| 6M | -4.0% | -66.3% | +62.3% | -1.3% |
| YTD | -13.8% | -51.8% | +38.0% | -13.3% |
| 1Y | -18.3% | -44.7% | +26.4% | -19.1% |
| All | -21.7% | +17.6% | -39.3% | -31.3% |
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