+58.7%
ARM vs KRMN
+32.3%
+26.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +3.9% |
| 7D | +11.4% | -3.4% | +14.8% | +12.3% |
| 30D | -7.4% | -31.8% | +24.4% | +1.0% |
| 3M | -24.5% | -20.0% | -4.5% | -21.0% |
| 6M | +128.7% | -60.5% | +189.2% | +174.9% |
| YTD | +139.3% | -45.8% | +185.0% | +150.9% |
| 1Y | +88.0% | -36.4% | +124.3% | +83.2% |
| All | +58.7% | +32.3% | +26.4% | +4.2% |
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 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