+14.1%
EW vs KRMN
+32.3%
-18.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.5% |
| 7D | -4.4% | -3.4% | -1.0% | -4.2% |
| 30D | -3.3% | -31.8% | +28.5% | -1.1% |
| 3M | +1.0% | -20.0% | +21.1% | +2.2% |
| 6M | +6.2% | -60.5% | +66.7% | +11.8% |
| YTD | +1.7% | -45.8% | +47.5% | +3.7% |
| 1Y | +8.1% | -36.4% | +44.5% | +7.7% |
| All | +14.1% | +32.3% | -18.2% | -0.1% |
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