+22.1%
ET vs KRMN
+17.4%
+4.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.3% | +12.1% | +1.4% |
| 7D | +0.6% | -12.9% | +13.5% | +1.4% |
| 30D | +5.3% | -43.3% | +48.6% | +8.8% |
| 3M | +15.6% | -27.2% | +42.8% | +17.2% |
| 6M | +20.6% | -66.8% | +87.4% | +30.3% |
| YTD | +38.5% | -51.9% | +90.4% | +41.1% |
| 1Y | +35.7% | -43.7% | +79.4% | +32.7% |
| All | +22.1% | +17.4% | +4.7% | -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 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