-25.1%
BITO vs KRMN
+17.6%
-42.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -3.4% | -11.8% | +8.3% | -1.7% |
| 30D | +21.4% | -43.0% | +64.4% | +32.1% |
| 3M | +20.5% | -28.8% | +49.3% | +25.1% |
| 6M | +7.4% | -66.3% | +73.7% | +27.4% |
| YTD | -13.9% | -51.8% | +37.9% | -5.7% |
| 1Y | -35.1% | -44.7% | +9.6% | -31.3% |
| All | -25.1% | +17.6% | -42.7% | -33.9% |
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