+21.4%
ET vs KRMN
+17.6%
+3.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +0.2% | -11.8% | +12.0% | +0.9% |
| 30D | +2.9% | -43.0% | +45.9% | +6.3% |
| 3M | +16.8% | -28.8% | +45.6% | +18.6% |
| 6M | +18.9% | -66.3% | +85.2% | +28.2% |
| YTD | +37.7% | -51.8% | +89.5% | +40.3% |
| 1Y | +32.4% | -44.7% | +77.1% | +30.1% |
| All | +21.4% | +17.6% | +3.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling