+32.0%
DD vs KRMN
-43.1%
+75.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.4% |
| 7D | -3.5% | -11.8% | +8.3% | -2.7% |
| 30D | -11.7% | -43.0% | +31.4% | -8.5% |
| 3M | -9.2% | -28.8% | +19.6% | -7.4% |
| 6M | -7.2% | -66.3% | +59.2% | -3.5% |
| YTD | +6.6% | -51.8% | +58.4% | +8.1% |
| 1Y | +32.0% | -44.7% | +76.7% | +19.6% |
| All | +32.0% | -43.1% | +75.1% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling