-17.6%
DT vs KRMN
+14.6%
-32.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | -2.5% | -15.1% | +12.6% | -1.6% |
| 30D | +3.5% | -44.5% | +48.0% | +7.4% |
| 3M | +26.7% | -25.0% | +51.7% | +28.4% |
| 6M | +36.1% | -66.5% | +102.7% | +47.9% |
| YTD | +18.6% | -53.0% | +71.6% | +20.0% |
| 1Y | +7.9% | -44.7% | +52.6% | +4.3% |
| All | -17.6% | +14.6% | -32.2% | -37.6% |
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 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