-17.2%
BAX vs KRMN
+32.3%
-49.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.7% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | -9.7% | -31.8% | +22.1% | -8.1% |
| 3M | +29.3% | -20.0% | +49.3% | +30.3% |
| 6M | +40.7% | -60.5% | +101.2% | +45.3% |
| YTD | +30.3% | -45.8% | +76.0% | +31.8% |
| 1Y | +3.4% | -36.4% | +39.7% | +3.4% |
| All | -17.2% | +32.3% | -49.5% | -23.3% |
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