+20.0%
DIA vs KRMN
+17.4%
+2.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.3% | +10.5% | +0.2% |
| 7D | -1.2% | -12.9% | +11.6% | -0.1% |
| 30D | -2.7% | -43.3% | +40.7% | +2.1% |
| 3M | +3.3% | -27.2% | +30.5% | +5.6% |
| 6M | +10.4% | -66.8% | +77.2% | +20.5% |
| YTD | +10.0% | -51.9% | +61.9% | +14.1% |
| 1Y | +16.2% | -43.7% | +59.8% | +17.4% |
| All | +20.0% | +17.4% | +2.6% | +3.0% |
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