+3.9%
BDX vs KRMN
+14.6%
-10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | -5.4% | -15.1% | +9.7% | -5.0% |
| 30D | -2.2% | -44.5% | +42.3% | -0.6% |
| 3M | +20.1% | -25.0% | +45.1% | +20.8% |
| 6M | +9.1% | -66.5% | +75.6% | +12.0% |
| YTD | +17.9% | -53.0% | +70.9% | +19.0% |
| 1Y | +22.1% | -44.7% | +66.8% | +21.9% |
| All | +3.9% | +14.6% | -10.8% | -5.5% |
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 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