-15.6%
BX vs KRMN
+17.6%
-33.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.0% |
| 7D | -5.6% | -11.8% | +6.1% | -3.5% |
| 30D | -12.2% | -43.0% | +30.8% | -2.9% |
| 3M | +7.4% | -28.8% | +36.2% | +13.3% |
| 6M | +22.2% | -66.3% | +88.5% | +45.6% |
| YTD | -14.0% | -51.8% | +37.8% | -7.0% |
| 1Y | -27.3% | -44.7% | +17.4% | -25.5% |
| All | -15.6% | +17.6% | -33.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling