-6.5%
BA vs KRMN
+46.4%
-52.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | 0.0% | +11.1% | -11.1% | -2.5% |
| 30D | -8.9% | +34.7% | -43.7% | -14.7% |
| 3M | -25.5% | -29.4% | +3.8% | -21.4% |
| 6M | -27.0% | -27.8% | +0.9% | -24.3% |
| YTD | -20.1% | -40.0% | +19.8% | -17.0% |
| 1Y | -11.0% | -39.3% | +28.3% | -8.1% |
| All | -6.5% | +46.4% | -52.9% | -32.4% |
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