-18.1%
DT vs KRMN
+17.6%
-35.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -1.6% | -11.8% | +10.2% | -0.9% |
| 30D | +3.0% | -43.0% | +46.1% | +6.7% |
| 3M | +26.5% | -28.8% | +55.3% | +28.7% |
| 6M | +35.9% | -66.3% | +102.3% | +47.8% |
| YTD | +17.8% | -51.8% | +69.6% | +19.0% |
| 1Y | +4.1% | -44.7% | +48.8% | +1.0% |
| All | -18.1% | +17.6% | -35.7% | -38.1% |
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