+34.4%
EWZ vs KRMN
+46.4%
-12.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.1% |
| 7D | +1.3% | +11.1% | -9.8% | +0.1% |
| 30D | -26.2% | +34.7% | -60.9% | -28.5% |
| 3M | -8.6% | -29.4% | +20.7% | -5.5% |
| 6M | -17.0% | -27.8% | +10.8% | -15.1% |
| YTD | +2.2% | -40.0% | +42.1% | +6.3% |
| 1Y | +2.7% | -39.3% | +41.9% | +6.2% |
| All | +34.4% | +46.4% | -12.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling