+76.5%
DG vs KRMN
+17.6%
+58.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | -6.5% | -11.8% | +5.3% | -6.5% |
| 30D | +4.2% | -43.0% | +47.2% | +4.0% |
| 3M | +9.5% | -28.8% | +38.4% | +9.4% |
| 6M | -13.1% | -66.3% | +53.2% | -13.0% |
| YTD | -4.8% | -51.8% | +46.9% | -3.3% |
| 1Y | +20.6% | -44.7% | +65.3% | +24.1% |
| All | +76.5% | +17.6% | +58.9% | +103.2% |
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