+20.4%
DIA vs KRMN
+17.6%
+2.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.7% |
| 7D | -1.6% | -11.8% | +10.2% | -0.5% |
| 30D | -2.0% | -43.0% | +41.0% | +2.8% |
| 3M | +3.6% | -28.8% | +32.5% | +6.2% |
| 6M | +11.5% | -66.3% | +77.9% | +21.5% |
| YTD | +10.4% | -51.8% | +62.1% | +14.5% |
| 1Y | +15.6% | -44.7% | +60.3% | +17.1% |
| All | +20.4% | +17.6% | +2.8% | +3.3% |
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