-2.1%
EME vs KRMN
-59.3%
+57.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -13.5% | +3.9% | -7.1% |
| 7D | -5.8% | -10.0% | +4.2% | -3.9% |
| 30D | -17.9% | +3.5% | -21.4% | -18.3% |
| 3M | -22.0% | -36.7% | +14.7% | -15.7% |
| 6M | -29.7% | -47.7% | +18.0% | -22.7% |
| YTD | +4.7% | -53.3% | +58.0% | +13.2% |
| 1Y | -2.1% | -59.7% | +57.5% | +9.0% |
| All | -2.1% | -59.3% | +57.2% | +9.0% |
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