+38.2%
DAL vs KRMN
+35.0%
+3.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.2% | -3.9% |
| 7D | +1.4% | +26.2% | -24.8% | -2.8% |
| 30D | +9.1% | +34.3% | -25.3% | +2.5% |
| 3M | -3.5% | -34.6% | +31.1% | +2.6% |
| 6M | +23.4% | -35.2% | +58.6% | +29.8% |
| YTD | +26.0% | -44.6% | +70.7% | +32.0% |
| 1Y | +44.6% | -40.2% | +84.8% | +47.5% |
| All | +38.2% | +35.0% | +3.2% | -4.9% |
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