+77.0%
EME vs KRMN
+17.4%
+59.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.3% | +8.8% | -0.1% |
| 7D | +2.7% | -12.9% | +15.6% | +5.5% |
| 30D | -6.8% | -43.3% | +36.5% | +4.4% |
| 3M | -8.8% | -27.2% | +18.4% | -3.7% |
| 6M | +5.0% | -66.8% | +71.8% | +28.2% |
| YTD | +23.5% | -51.9% | +75.4% | +36.1% |
| 1Y | +21.3% | -43.7% | +65.0% | +28.0% |
| All | +77.0% | +17.4% | +59.6% | +40.8% |
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 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