+7.6%
EXC vs KRMN
+14.6%
-7.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.7% |
| 7D | -1.6% | -15.1% | +13.5% | -1.6% |
| 30D | -2.4% | -44.5% | +42.1% | -2.5% |
| 3M | -4.0% | -25.0% | +21.1% | -4.0% |
| 6M | -9.8% | -66.5% | +56.8% | -9.2% |
| YTD | +2.3% | -53.0% | +55.3% | +2.1% |
| 1Y | +3.8% | -44.7% | +48.6% | +2.9% |
| All | +7.6% | +14.6% | -7.1% | +0.4% |
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