-1.6%
DIS vs KRMN
+14.6%
-16.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +1.8% |
| 7D | -1.3% | -15.1% | +13.9% | +0.2% |
| 30D | +2.2% | -44.5% | +46.7% | +7.9% |
| 3M | +8.1% | -25.0% | +33.2% | +10.1% |
| 6M | +5.2% | -66.5% | +71.8% | +16.5% |
| YTD | -6.3% | -53.0% | +46.7% | -2.9% |
| 1Y | -7.3% | -44.7% | +37.4% | -7.5% |
| All | -1.6% | +14.6% | -16.3% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling