+40.7%
DGX vs KRMN
+14.6%
+26.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.8% |
| 7D | -3.5% | -15.1% | +11.7% | -3.2% |
| 30D | -2.7% | -44.5% | +41.8% | -1.7% |
| 3M | +13.9% | -25.0% | +38.9% | +14.4% |
| 6M | +16.0% | -66.5% | +82.6% | +17.3% |
| YTD | +34.9% | -53.0% | +87.9% | +34.4% |
| 1Y | +30.6% | -44.7% | +75.3% | +28.8% |
| All | +40.7% | +14.6% | +26.1% | +28.7% |
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 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