-48.0%
BROS vs KRMN
+14.6%
-62.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.0% |
| 7D | -6.1% | -15.1% | +9.1% | -3.6% |
| 30D | -12.4% | -44.5% | +32.1% | -3.9% |
| 3M | -27.9% | -25.0% | -2.9% | -25.3% |
| 6M | -16.8% | -66.5% | +49.7% | -0.9% |
| YTD | -29.0% | -53.0% | +24.0% | -23.7% |
| 1Y | -33.2% | -44.7% | +11.5% | -32.5% |
| All | -48.0% | +14.6% | -62.6% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling