+20.0%
EOG vs KRMN
+17.4%
+2.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -11.3% | +12.4% | +1.0% |
| 7D | -1.3% | -12.9% | +11.6% | -1.5% |
| 30D | +3.4% | -43.3% | +46.7% | +2.5% |
| 3M | +7.8% | -27.2% | +35.0% | +7.4% |
| 6M | +13.4% | -66.8% | +80.2% | +14.4% |
| YTD | +43.5% | -51.9% | +95.4% | +41.2% |
| 1Y | +29.7% | -43.7% | +73.3% | +25.6% |
| All | +20.0% | +17.4% | +2.6% | +4.1% |
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