+61.6%
DRAM vs KRMN
-44.2%
+105.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +10.1% |
| 7D | -0.6% | +30.8% | -31.4% | -5.4% |
| 30D | -18.0% | +40.2% | -58.2% | -22.6% |
| 3M | -11.9% | -27.8% | +16.0% | -6.2% |
| 6M | -18.6% | -24.0% | +5.4% | -17.6% |
| All | +61.6% | -44.2% | +105.7% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling