+113.0%
B vs KRMN
+35.0%
+78.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.3% | -2.0% |
| 7D | -6.2% | +26.2% | -32.4% | -9.6% |
| 30D | -6.6% | +34.3% | -40.9% | -11.7% |
| 3M | -7.9% | -34.6% | +26.7% | -2.8% |
| 6M | -16.8% | -35.2% | +18.4% | -13.3% |
| YTD | -11.7% | -44.6% | +33.0% | -6.1% |
| 1Y | +3.5% | -40.2% | +43.7% | +8.3% |
| All | +113.0% | +35.0% | +78.0% | +100.9% |
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