+162.1%
BTSG vs KRMN
+14.6%
+147.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.3% | -6.3% |
| 7D | -5.8% | -15.1% | +9.3% | -3.6% |
| 30D | 0.0% | -44.5% | +44.5% | +8.5% |
| 3M | -4.5% | -25.0% | +20.6% | -1.4% |
| 6M | +40.0% | -66.5% | +106.6% | +64.3% |
| YTD | +54.6% | -53.0% | +107.6% | +66.4% |
| 1Y | +106.1% | -44.7% | +150.9% | +112.1% |
| All | +162.1% | +14.6% | +147.5% | +101.5% |
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