-11.9%
BKNG vs KRMN
+14.6%
-26.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -10.7% | -15.1% | +4.5% | -9.4% |
| 30D | -18.1% | -44.5% | +26.4% | -14.1% |
| 3M | +8.5% | -25.0% | +33.5% | +10.8% |
| 6M | -0.1% | -66.5% | +66.5% | +8.4% |
| YTD | -18.2% | -53.0% | +34.8% | -15.9% |
| 1Y | -19.9% | -44.7% | +24.9% | -20.6% |
| All | -11.9% | +14.6% | -26.6% | -31.6% |
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 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