-26.4%
DPZ vs KRMN
+35.5%
-61.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | +2.2% | -10.9% | +13.1% | +2.4% |
| 30D | +15.5% | +34.9% | -19.4% | +14.1% |
| 3M | -2.0% | -32.8% | +30.8% | -0.7% |
| 6M | +12.1% | -39.6% | +51.7% | +14.0% |
| YTD | -16.6% | -44.4% | +27.8% | -15.4% |
| 1Y | -14.6% | -32.2% | +17.6% | -14.4% |
| All | -26.4% | +35.5% | -61.9% | -34.0% |
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 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