-5.4%
BIDU vs KRMN
+17.6%
-23.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.5% |
| 7D | -8.1% | -11.8% | +3.6% | -6.5% |
| 30D | -12.8% | -43.0% | +30.2% | -5.4% |
| 3M | -21.3% | -28.8% | +7.6% | -17.8% |
| 6M | -27.0% | -66.3% | +39.4% | -16.1% |
| YTD | -30.0% | -51.8% | +21.7% | -24.1% |
| 1Y | -18.3% | -44.7% | +26.4% | -13.2% |
| All | -5.4% | +17.6% | -23.0% | -9.6% |
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