-16.5%
APP vs KRMN
+35.0%
-51.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.6% | -0.1% |
| 7D | +10.6% | +26.2% | -15.7% | +1.9% |
| 30D | +44.6% | +34.3% | +10.3% | +27.3% |
| 3M | +29.6% | -34.6% | +64.2% | +46.2% |
| 6M | -19.8% | -35.2% | +15.4% | -11.8% |
| YTD | -41.6% | -44.6% | +3.1% | -33.3% |
| 1Y | -32.7% | -40.2% | +7.5% | -26.7% |
| All | -16.5% | +35.0% | -51.5% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling