+50.1%
EL vs KRMN
+32.3%
+17.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.7% | -3.4% | +5.1% | +2.1% |
| 30D | +15.5% | -31.8% | +47.3% | +21.0% |
| 3M | +20.6% | -20.0% | +40.6% | +22.9% |
| 6M | +10.5% | -60.5% | +71.0% | +23.2% |
| YTD | -1.9% | -45.8% | +43.9% | +3.0% |
| 1Y | +16.1% | -36.4% | +52.4% | +18.0% |
| All | +50.1% | +32.3% | +17.8% | +29.2% |
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