-2.6%
APD vs KRMN
+17.4%
-20.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.4% | -0.3% |
| 7D | -4.6% | -12.9% | +8.3% | -3.9% |
| 30D | -4.2% | -43.3% | +39.1% | -1.4% |
| 3M | +5.0% | -27.2% | +32.2% | +6.5% |
| 6M | +8.9% | -66.8% | +75.7% | +14.4% |
| YTD | +21.9% | -51.9% | +73.8% | +22.5% |
| 1Y | +5.6% | -43.7% | +49.2% | +3.1% |
| All | -2.6% | +17.4% | -20.0% | -18.5% |
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