-33.0%
APTV vs KRMN
+17.4%
-50.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.3% | +8.6% | -1.5% |
| 7D | -1.2% | -12.9% | +11.7% | +0.2% |
| 30D | -10.6% | -43.3% | +32.7% | -5.3% |
| 3M | -35.0% | -27.2% | -7.8% | -33.3% |
| 6M | -38.9% | -66.8% | +27.9% | -31.9% |
| YTD | -41.5% | -51.9% | +10.4% | -38.7% |
| 1Y | -45.8% | -43.7% | -2.2% | -44.9% |
| All | -33.0% | +17.4% | -50.4% | -42.2% |
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