-42.8%
DECK vs KRMN
+53.0%
-95.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | +6.4% | +17.3% | -10.9% | +5.2% |
| 30D | +9.1% | +40.8% | -31.7% | +6.1% |
| 3M | -7.2% | -21.2% | +14.0% | -5.5% |
| 6M | -9.9% | -24.6% | +14.6% | -8.4% |
| YTD | -12.8% | -37.3% | +24.5% | -12.4% |
| 1Y | +10.6% | -35.1% | +45.7% | +9.9% |
| All | -42.8% | +53.0% | -95.8% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling