+40.0%
BAC vs KRMN
+32.3%
+7.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +1.2% | -3.4% | +4.6% | +1.5% |
| 30D | -0.7% | -31.8% | +31.1% | +3.5% |
| 3M | +16.9% | -20.0% | +37.0% | +19.1% |
| 6M | +29.6% | -60.5% | +90.1% | +42.7% |
| YTD | +15.3% | -45.8% | +61.0% | +19.0% |
| 1Y | +28.8% | -36.4% | +65.2% | +27.9% |
| All | +40.0% | +32.3% | +7.7% | +6.9% |
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