-17.1%
AZO vs KRMN
+17.6%
-34.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | -3.6% | -11.8% | +8.2% | -3.3% |
| 30D | -5.6% | -43.0% | +37.5% | -4.4% |
| 3M | -6.6% | -28.8% | +22.2% | -6.0% |
| 6M | -22.5% | -66.3% | +43.8% | -21.1% |
| YTD | -15.2% | -51.8% | +36.6% | -13.6% |
| 1Y | -33.9% | -44.7% | +10.8% | -32.9% |
| All | -17.1% | +17.6% | -34.7% | -18.2% |
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 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