+34.7%
COMP vs KRMN
+52.0%
-17.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +42.1% | -31.4% | +1.8% |
| 7D | +13.4% | +14.2% | -0.7% | +8.6% |
| 30D | +11.1% | +45.3% | -34.2% | +0.7% |
| 3M | -18.8% | -17.3% | -1.6% | -17.8% |
| 6M | +10.5% | -27.8% | +38.3% | +13.4% |
| YTD | -3.4% | -37.7% | +34.3% | +2.9% |
| 1Y | +19.7% | -39.2% | +58.9% | +27.4% |
| All | +34.7% | +52.0% | -17.3% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling