+48.2%
DE vs KRMN
+14.6%
+33.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -2.4% | -15.1% | +12.8% | -1.2% |
| 30D | +9.7% | -44.5% | +54.2% | +15.0% |
| 3M | +21.4% | -25.0% | +46.4% | +23.1% |
| 6M | +15.0% | -66.5% | +81.6% | +24.7% |
| YTD | +46.4% | -53.0% | +99.4% | +52.0% |
| 1Y | +45.6% | -44.7% | +90.4% | +47.3% |
| All | +48.2% | +14.6% | +33.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling