-4.7%
BN vs KRMN
-59.3%
+54.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.5% | +19.6% | +7.4% |
| 7D | +12.0% | -10.0% | +22.0% | +12.8% |
| 30D | +17.0% | +3.5% | +13.5% | +15.8% |
| 3M | -3.2% | -36.7% | +33.5% | +1.2% |
| 6M | -3.9% | -47.7% | +43.8% | +2.0% |
| YTD | -5.6% | -53.3% | +47.7% | -3.8% |
| 1Y | -4.7% | -59.7% | +54.9% | +1.2% |
| All | -4.7% | -59.3% | +54.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling