-60.4%
BLDR vs KRMN
+17.6%
-78.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | -8.2% | -11.8% | +3.5% | -6.7% |
| 30D | -16.6% | -43.0% | +26.4% | -9.9% |
| 3M | -23.2% | -28.8% | +5.7% | -19.9% |
| 6M | -33.7% | -66.3% | +32.6% | -24.4% |
| YTD | -41.3% | -51.8% | +10.5% | -36.3% |
| 1Y | -58.8% | -44.7% | -14.1% | -56.2% |
| All | -60.4% | +17.6% | -78.0% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling