-15.2%
BX vs KRMN
+17.4%
-32.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.3% | +7.6% | -1.6% |
| 7D | -5.7% | -12.9% | +7.2% | -3.3% |
| 30D | -8.9% | -43.3% | +34.5% | +0.9% |
| 3M | +8.4% | -27.2% | +35.6% | +13.8% |
| 6M | +18.9% | -66.8% | +85.7% | +42.0% |
| YTD | -13.6% | -51.9% | +38.2% | -6.5% |
| 1Y | -22.4% | -43.7% | +21.2% | -21.0% |
| All | -15.2% | +17.4% | -32.6% | -39.7% |
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