+24.8%
DD vs KRMN
+14.6%
+10.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -2.9% | -15.1% | +12.2% | -1.2% |
| 30D | -11.5% | -44.5% | +33.0% | -5.8% |
| 3M | -5.4% | -25.0% | +19.6% | -2.9% |
| 6M | -6.9% | -66.5% | +59.6% | +3.1% |
| YTD | +6.9% | -53.0% | +59.9% | +10.9% |
| 1Y | +35.6% | -44.7% | +80.4% | +34.4% |
| All | +24.8% | +14.6% | +10.2% | -3.0% |
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