+7.0%
EXC vs KRMN
+17.6%
-10.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | -1.1% | -11.8% | +10.7% | -1.1% |
| 30D | -3.6% | -43.0% | +39.4% | -3.8% |
| 3M | -4.3% | -28.8% | +24.6% | -4.3% |
| 6M | -9.9% | -66.3% | +56.4% | -9.4% |
| YTD | +1.8% | -51.8% | +53.5% | +1.6% |
| 1Y | +2.9% | -44.7% | +47.6% | +2.0% |
| All | +7.0% | +17.6% | -10.6% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling