-39.6%
BRO vs KRMN
+17.6%
-57.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -7.3% | -11.8% | +4.4% | -6.9% |
| 30D | -6.9% | -43.0% | +36.2% | -5.3% |
| 3M | +10.7% | -28.8% | +39.5% | +11.6% |
| 6M | -2.7% | -66.3% | +63.7% | +1.3% |
| YTD | -16.3% | -51.8% | +35.5% | -15.3% |
| 1Y | -29.1% | -44.7% | +15.6% | -29.5% |
| All | -39.6% | +17.6% | -57.2% | -48.0% |
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