+42.4%
EL vs KRMN
+14.6%
+27.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.0% |
| 7D | -4.4% | -15.1% | +10.8% | -2.4% |
| 30D | +10.3% | -44.5% | +54.8% | +18.6% |
| 3M | +13.4% | -25.0% | +38.4% | +16.4% |
| 6M | +3.1% | -66.5% | +69.6% | +17.4% |
| YTD | -6.9% | -53.0% | +46.1% | -0.6% |
| 1Y | +11.9% | -44.7% | +56.6% | +15.8% |
| All | +42.4% | +14.6% | +27.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling