+13.5%
EL vs KRMN
-43.1%
+56.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -6.5% | -11.8% | +5.3% | -5.2% |
| 30D | +11.1% | -43.0% | +54.2% | +18.4% |
| 3M | +10.7% | -28.8% | +39.6% | +14.1% |
| 6M | +6.9% | -66.3% | +73.2% | +20.2% |
| YTD | -6.3% | -51.8% | +45.5% | -2.2% |
| 1Y | +13.5% | -44.7% | +58.2% | +7.5% |
| All | +13.5% | -43.1% | +56.6% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling