+24.0%
D vs KRMN
+17.4%
+6.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.3% | +9.6% | -1.5% |
| 7D | -0.4% | -12.9% | +12.4% | -0.2% |
| 30D | -2.1% | -43.3% | +41.3% | -1.1% |
| 3M | -0.7% | -27.2% | +26.4% | -0.3% |
| 6M | +5.6% | -66.8% | +72.4% | +7.3% |
| YTD | +14.6% | -51.9% | +66.4% | +14.8% |
| 1Y | +15.3% | -43.7% | +59.0% | +13.7% |
| All | +24.0% | +17.4% | +6.6% | +8.5% |
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