+18.2%
EWJ vs KRMN
-59.3%
+77.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.5% | +14.9% | +2.5% |
| 7D | -1.2% | -10.0% | +8.8% | -0.5% |
| 30D | -5.5% | +3.5% | -9.0% | -6.1% |
| 3M | -0.8% | -36.7% | +35.9% | +3.0% |
| 6M | +7.1% | -47.7% | +54.8% | +12.2% |
| YTD | +16.9% | -53.3% | +70.2% | +22.5% |
| 1Y | +18.2% | -59.7% | +77.9% | +25.6% |
| All | +18.2% | -59.3% | +77.5% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling