+14.5%
BAC vs KRMN
+35.5%
-21.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +3.2% | -10.9% | +14.1% | +4.2% |
| 30D | -0.7% | +34.9% | -35.6% | -4.4% |
| 3M | -20.0% | -32.8% | +12.8% | -17.1% |
| 6M | +3.4% | -39.6% | +43.0% | +7.7% |
| YTD | -5.7% | -44.4% | +38.7% | -3.7% |
| 1Y | -1.4% | -32.2% | +30.8% | -2.8% |
| All | +14.5% | +35.5% | -21.1% | -13.5% |
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