-31.7%
AUR vs KRMN
+17.6%
-49.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.6% |
| 7D | +1.4% | -11.8% | +13.2% | +6.0% |
| 30D | -6.4% | -43.0% | +36.6% | +16.1% |
| 3M | +7.7% | -28.8% | +36.5% | +20.4% |
| 6M | +44.5% | -66.3% | +110.8% | +116.9% |
| YTD | +67.4% | -51.8% | +119.2% | +108.2% |
| 1Y | +15.4% | -44.7% | +60.1% | +32.3% |
| All | -31.7% | +17.6% | -49.3% | -54.4% |
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 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