+14.2%
BLK vs KRMN
+17.6%
-3.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.3% |
| 7D | -3.3% | -11.8% | +8.5% | -1.7% |
| 30D | -6.5% | -43.0% | +36.5% | +0.7% |
| 3M | +6.7% | -28.8% | +35.6% | +10.8% |
| 6M | +14.7% | -66.3% | +81.1% | +30.6% |
| YTD | +2.5% | -51.8% | +54.3% | +8.2% |
| 1Y | -2.8% | -44.7% | +41.9% | -1.4% |
| All | +14.2% | +17.6% | -3.4% | -8.2% |
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