+231.7%
EWY vs KRMN
+14.6%
+217.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.7% |
| 7D | +1.2% | -15.1% | +16.4% | +4.4% |
| 30D | +9.3% | -44.5% | +53.8% | +22.7% |
| 3M | +2.4% | -25.0% | +27.5% | +7.3% |
| 6M | +40.3% | -66.5% | +106.8% | +70.1% |
| YTD | +88.0% | -53.0% | +141.0% | +114.5% |
| 1Y | +143.8% | -44.7% | +188.5% | +171.0% |
| All | +231.7% | +14.6% | +217.0% | +220.6% |
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 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