+32.9%
EWZ vs KRMN
+35.0%
-2.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.3% | -1.3% |
| 7D | +0.1% | +26.2% | -26.1% | -2.3% |
| 30D | -25.9% | +34.3% | -60.2% | -28.4% |
| 3M | -6.1% | -34.6% | +28.4% | -2.3% |
| 6M | -16.1% | -35.2% | +19.1% | -13.3% |
| YTD | +1.0% | -44.6% | +45.6% | +5.7% |
| 1Y | 0.0% | -40.2% | +40.2% | +3.3% |
| All | +32.9% | +35.0% | -2.1% | +14.9% |
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