-18.9%
DT vs KRMN
+17.4%
-36.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.3% | +11.9% | +1.3% |
| 7D | -0.5% | -12.9% | +12.3% | +0.3% |
| 30D | +0.1% | -43.3% | +43.4% | +3.6% |
| 3M | +24.1% | -27.2% | +51.3% | +26.0% |
| 6M | +30.1% | -66.8% | +96.9% | +41.7% |
| YTD | +16.8% | -51.9% | +68.6% | +17.9% |
| 1Y | -0.1% | -43.7% | +43.6% | -3.4% |
| All | -18.9% | +17.4% | -36.3% | -38.6% |
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 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