+43.1%
BP vs KRMN
+32.3%
+10.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.5% |
| 7D | +0.9% | -3.4% | +4.3% | +1.0% |
| 30D | +9.1% | -31.8% | +41.0% | +10.4% |
| 3M | +3.9% | -20.0% | +24.0% | +4.3% |
| 6M | +13.6% | -60.5% | +74.2% | +18.8% |
| YTD | +34.0% | -45.8% | +79.8% | +34.9% |
| 1Y | +39.2% | -36.4% | +75.5% | +36.0% |
| All | +43.1% | +32.3% | +10.8% | +15.9% |
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