+241.8%
AU vs KRMN
+17.6%
+224.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -4.3% | -11.8% | +7.5% | -2.1% |
| 30D | +7.3% | -43.0% | +50.3% | +19.2% |
| 3M | +26.3% | -28.8% | +55.2% | +33.6% |
| 6M | +1.8% | -66.3% | +68.1% | +21.4% |
| YTD | +26.8% | -51.8% | +78.6% | +41.4% |
| 1Y | +66.7% | -44.7% | +111.4% | +80.7% |
| All | +241.8% | +17.6% | +224.2% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling