+60.0%
EEM vs KRMN
+17.4%
+42.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.8% |
| 7D | +2.0% | -12.9% | +14.8% | +3.5% |
| 30D | +5.1% | -43.3% | +48.4% | +12.1% |
| 3M | +4.6% | -27.2% | +31.8% | +7.7% |
| 6M | +17.8% | -66.8% | +84.6% | +32.0% |
| YTD | +25.8% | -51.9% | +77.7% | +34.0% |
| 1Y | +36.4% | -43.7% | +80.1% | +41.6% |
| All | +60.0% | +17.4% | +42.6% | +45.1% |
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 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