-7.6%
ETHA vs KRMN
+14.6%
-22.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.5% |
| 7D | -2.4% | -15.1% | +12.7% | +1.7% |
| 30D | +30.9% | -44.5% | +75.4% | +52.2% |
| 3M | +51.1% | -25.0% | +76.2% | +58.3% |
| 6M | +20.5% | -66.5% | +87.1% | +60.7% |
| YTD | -17.3% | -53.0% | +35.7% | -2.7% |
| 1Y | -43.2% | -44.7% | +1.5% | -37.7% |
| All | -7.6% | +14.6% | -22.2% | -22.7% |
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