-44.5%
DECK vs KRMN
+7.0%
-51.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.5% | -1.1% |
| 7D | +6.0% | -23.0% | +29.0% | +7.9% |
| 30D | +7.4% | -3.6% | +11.1% | +7.1% |
| 3M | -11.7% | -41.8% | +30.1% | -8.3% |
| 6M | -11.0% | -49.0% | +38.0% | -6.9% |
| YTD | -15.4% | -56.1% | +40.8% | -13.0% |
| 1Y | +7.2% | -59.8% | +67.0% | +11.6% |
| All | -44.5% | +7.0% | -51.5% | -56.0% |
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 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