+8.3%
EXC vs KRMN
+17.4%
-9.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | -0.6% |
| 7D | +0.3% | -12.9% | +13.2% | +0.3% |
| 30D | -0.9% | -43.3% | +42.5% | -1.0% |
| 3M | -2.7% | -27.2% | +24.5% | -2.7% |
| 6M | -9.4% | -66.8% | +57.4% | -8.8% |
| YTD | +3.0% | -51.9% | +54.9% | +2.8% |
| 1Y | +5.1% | -43.7% | +48.8% | +4.2% |
| All | +8.3% | +17.4% | -9.1% | +1.1% |
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