+57.4%
C vs KRMN
+35.0%
+22.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | +1.1% |
| 7D | +4.7% | +26.2% | -21.5% | +0.5% |
| 30D | +0.2% | +34.3% | -34.2% | -5.3% |
| 3M | -9.3% | -34.6% | +25.3% | -4.3% |
| 6M | -0.8% | -35.2% | +34.3% | +3.5% |
| YTD | +8.5% | -44.6% | +53.2% | +13.5% |
| 1Y | +23.1% | -40.2% | +63.3% | +26.4% |
| All | +57.4% | +35.0% | +22.4% | +17.6% |
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