+42.4%
ARM vs KRMN
-39.8%
+82.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.4% | +7.6% | -0.4% |
| 7D | +19.8% | +26.2% | -6.4% | +14.9% |
| 30D | -21.8% | +34.3% | -56.1% | -25.4% |
| 3M | -26.5% | -34.6% | +8.1% | -22.9% |
| 6M | -3.9% | -35.2% | +31.3% | -1.6% |
| YTD | +82.8% | -44.6% | +127.4% | +79.5% |
| All | +42.4% | -39.8% | +82.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling