+40.4%
BAC vs KRMN
+14.6%
+25.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -0.3% | -15.1% | +14.9% | +1.4% |
| 30D | -1.8% | -44.5% | +42.7% | +4.6% |
| 3M | +15.3% | -25.0% | +40.3% | +18.1% |
| 6M | +30.2% | -66.5% | +96.7% | +45.9% |
| YTD | +15.6% | -53.0% | +68.6% | +21.1% |
| 1Y | +27.5% | -44.7% | +72.2% | +28.3% |
| All | +40.4% | +14.6% | +25.7% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling