+151.9%
B vs KRMN
+33.3%
+118.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -1.6% | -12.3% | +10.7% | +0.5% |
| 30D | +9.4% | -27.5% | +36.9% | +14.8% |
| 3M | +5.0% | -26.5% | +31.5% | +9.3% |
| 6M | -3.5% | -59.6% | +56.0% | +9.1% |
| YTD | +4.5% | -45.4% | +49.8% | +12.7% |
| 1Y | +67.8% | -25.1% | +92.9% | +73.1% |
| All | +151.9% | +33.3% | +118.6% | +141.2% |
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