+59.2%
EWZ vs KRMN
+17.4%
+41.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.3% | +9.9% | -0.2% |
| 7D | -0.1% | -12.9% | +12.8% | +1.4% |
| 30D | +8.2% | -43.3% | +51.5% | +14.9% |
| 3M | +13.3% | -27.2% | +40.5% | +16.2% |
| 6M | +3.6% | -66.8% | +70.4% | +16.3% |
| YTD | +21.0% | -51.9% | +72.8% | +29.3% |
| 1Y | +34.7% | -43.7% | +78.3% | +39.7% |
| All | +59.2% | +17.4% | +41.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling