+87.7%
ARM vs KRMN
-44.1%
+131.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.3% | +12.3% | +2.9% |
| 7D | +12.5% | -12.9% | +25.4% | +14.9% |
| 30D | -1.4% | -43.3% | +42.0% | +8.3% |
| 3M | -18.7% | -27.2% | +8.5% | -14.7% |
| 6M | +124.6% | -66.8% | +191.4% | +154.9% |
| YTD | +141.7% | -51.9% | +193.6% | +146.2% |
| 1Y | +87.7% | -43.7% | +131.3% | +109.7% |
| All | +87.7% | -44.1% | +131.8% | +109.7% |
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