+35.9%
EFA vs KRMN
+14.6%
+21.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.6% |
| 7D | -2.4% | -15.1% | +12.8% | -0.8% |
| 30D | -2.2% | -44.5% | +42.2% | +3.5% |
| 3M | +5.7% | -25.0% | +30.7% | +8.0% |
| 6M | +8.2% | -66.5% | +74.7% | +19.1% |
| YTD | +11.8% | -53.0% | +64.8% | +17.5% |
| 1Y | +18.3% | -44.7% | +63.0% | +20.9% |
| All | +35.9% | +14.6% | +21.3% | +17.4% |
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 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