+14.6%
EXC vs KRMN
+35.5%
-20.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.4% | -10.9% | +12.2% | +1.3% |
| 30D | +8.6% | +34.9% | -26.3% | +8.9% |
| 3M | +2.4% | -32.8% | +35.2% | +2.6% |
| 6M | +6.5% | -39.6% | +46.0% | +7.0% |
| YTD | +9.0% | -44.4% | +53.5% | +9.2% |
| 1Y | +4.6% | -32.2% | +36.8% | +4.0% |
| All | +14.6% | +35.5% | -20.9% | +7.3% |
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