-31.9%
EFX vs KRMN
+17.4%
-49.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.3% | +9.2% | -1.3% |
| 7D | -9.4% | -12.9% | +3.5% | -8.5% |
| 30D | -6.9% | -43.3% | +36.5% | -3.4% |
| 3M | +0.1% | -27.2% | +27.3% | +1.6% |
| 6M | -17.3% | -66.8% | +49.5% | -9.7% |
| YTD | -21.8% | -51.9% | +30.0% | -20.9% |
| 1Y | -32.5% | -43.7% | +11.1% | -34.7% |
| All | -31.9% | +17.4% | -49.3% | -46.4% |
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