+11.4%
DUK vs KRMN
+14.6%
-3.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.9% |
| 7D | -1.7% | -15.1% | +13.5% | -1.9% |
| 30D | -2.2% | -44.5% | +42.2% | -3.0% |
| 3M | -3.7% | -25.0% | +21.3% | -4.0% |
| 6M | -6.3% | -66.5% | +60.2% | -7.1% |
| YTD | +4.5% | -53.0% | +57.5% | +3.6% |
| 1Y | +1.8% | -44.7% | +46.5% | +0.6% |
| All | +11.4% | +14.6% | -3.2% | +5.0% |
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 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