-2.4%
AR vs KRMN
+14.6%
-17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -1.3% | -15.1% | +13.8% | -0.2% |
| 30D | +3.5% | -44.5% | +48.0% | +8.1% |
| 3M | +9.9% | -25.0% | +34.9% | +11.4% |
| 6M | +4.5% | -66.5% | +71.1% | +15.6% |
| YTD | +13.7% | -53.0% | +66.7% | +14.4% |
| 1Y | +19.2% | -44.7% | +64.0% | +12.9% |
| All | -2.4% | +14.6% | -17.1% | -33.1% |
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 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