-3.1%
DIS vs KRMN
+17.4%
-20.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.4% | +0.2% |
| 7D | -3.5% | -12.9% | +9.3% | -2.3% |
| 30D | +1.0% | -43.3% | +44.3% | +6.4% |
| 3M | +5.7% | -27.2% | +32.9% | +8.0% |
| 6M | +3.3% | -66.8% | +70.1% | +14.5% |
| YTD | -7.7% | -51.9% | +44.1% | -4.6% |
| 1Y | -10.0% | -43.7% | +33.7% | -10.3% |
| All | -3.1% | +17.4% | -20.5% | -22.9% |
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