+32.6%
EAT vs KRMN
+17.6%
+15.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -7.7% | -11.8% | +4.1% | -6.6% |
| 30D | -13.6% | -43.0% | +29.4% | -8.8% |
| 3M | +33.9% | -28.8% | +62.7% | +37.6% |
| 6M | +47.2% | -66.3% | +113.6% | +67.2% |
| YTD | +48.1% | -51.8% | +99.8% | +55.8% |
| 1Y | +33.7% | -44.7% | +78.4% | +34.1% |
| All | +32.6% | +17.6% | +15.0% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling