-3.0%
AS vs KRMN
+35.5%
-38.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.9% | -10.9% | +6.0% | -3.4% |
| 30D | +3.9% | +34.9% | -31.0% | -2.5% |
| 3M | -9.6% | -32.8% | +23.2% | -4.4% |
| 6M | -8.7% | -39.6% | +30.9% | -2.5% |
| YTD | -19.8% | -44.4% | +24.6% | -16.3% |
| 1Y | -1.5% | -32.2% | +30.7% | -3.2% |
| All | -3.0% | +35.5% | -38.6% | -33.5% |
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 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