+81.2%
DG vs KRMN
+32.3%
+48.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -2.5% | -3.4% | +1.0% | -2.5% |
| 30D | +1.0% | -31.8% | +32.9% | +0.9% |
| 3M | +20.3% | -20.0% | +40.4% | +20.1% |
| 6M | -11.7% | -60.5% | +48.8% | -11.5% |
| YTD | -2.3% | -45.8% | +43.4% | -0.7% |
| 1Y | +20.0% | -36.4% | +56.4% | +23.7% |
| All | +81.2% | +32.3% | +48.9% | +108.6% |
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