+34.7%
COMP vs KRMN
+35.5%
-0.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | 0.0% | -10.9% | +10.9% | +2.5% |
| 30D | +16.6% | +34.9% | -18.4% | +7.4% |
| 3M | -23.5% | -32.8% | +9.3% | -19.0% |
| 6M | +25.7% | -39.6% | +65.3% | +34.0% |
| YTD | -3.4% | -44.4% | +41.0% | +5.5% |
| 1Y | +7.6% | -32.2% | +39.8% | +14.8% |
| All | +34.7% | +35.5% | -0.8% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling