+41.8%
COMP vs KRMN
+32.3%
+9.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +4.1% | -3.4% | +7.5% | +4.8% |
| 30D | -14.5% | -31.8% | +17.3% | -7.7% |
| 3M | +41.8% | -20.0% | +61.9% | +47.3% |
| 6M | +23.6% | -60.5% | +84.1% | +45.3% |
| YTD | +1.7% | -45.8% | +47.5% | +14.3% |
| 1Y | +12.6% | -36.4% | +48.9% | +22.0% |
| All | +41.8% | +32.3% | +9.5% | +35.7% |
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 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