+10.1%
ARM vs KRMN
+46.4%
-36.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.8% | -1.7% |
| 7D | -10.4% | +11.1% | -21.5% | -13.3% |
| 30D | -31.8% | +34.7% | -66.6% | -37.0% |
| 3M | -32.2% | -29.4% | -2.9% | -27.7% |
| 6M | -14.9% | -27.8% | +12.9% | -11.5% |
| YTD | +66.0% | -40.0% | +106.0% | +67.4% |
| 1Y | +17.2% | -39.3% | +56.5% | +16.7% |
| All | +10.1% | +46.4% | -36.3% | -30.5% |
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 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