+41.1%
ETN vs KRMN
+17.6%
+23.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.5% |
| 7D | +3.5% | -11.8% | +15.3% | +5.6% |
| 30D | -7.5% | -43.0% | +35.5% | +1.5% |
| 3M | +8.3% | -28.8% | +37.2% | +13.8% |
| 6M | +20.2% | -66.3% | +86.5% | +40.7% |
| YTD | +34.7% | -51.8% | +86.5% | +44.0% |
| 1Y | +19.4% | -44.7% | +64.2% | +22.9% |
| All | +41.1% | +17.6% | +23.5% | +14.4% |
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