+46.4%
EWJ vs KRMN
+14.6%
+31.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -1.5% | -15.1% | +13.6% | +0.1% |
| 30D | +0.2% | -44.5% | +44.6% | +6.3% |
| 3M | +8.6% | -25.0% | +33.6% | +11.2% |
| 6M | +12.1% | -66.5% | +78.7% | +23.9% |
| YTD | +20.1% | -53.0% | +73.1% | +26.8% |
| 1Y | +25.2% | -44.7% | +69.9% | +28.7% |
| All | +46.4% | +14.6% | +31.8% | +28.2% |
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