-3.8%
DOV vs KRMN
+17.4%
-21.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.3% | +9.6% | -0.5% |
| 7D | +1.3% | -12.9% | +14.2% | +2.8% |
| 30D | -8.6% | -43.3% | +34.7% | -3.1% |
| 3M | -13.1% | -27.2% | +14.0% | -10.8% |
| 6M | -8.8% | -66.8% | +58.0% | +2.4% |
| YTD | -1.2% | -51.9% | +50.6% | +2.9% |
| 1Y | +10.7% | -43.7% | +54.4% | +11.1% |
| All | -3.8% | +17.4% | -21.2% | -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 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