-5.2%
EXE vs KRMN
+17.6%
-22.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | -3.1% | -11.8% | +8.6% | -2.5% |
| 30D | -0.9% | -43.0% | +42.1% | +2.1% |
| 3M | +9.6% | -28.8% | +38.4% | +11.3% |
| 6M | -11.6% | -66.3% | +54.7% | -5.9% |
| YTD | -12.6% | -51.8% | +39.2% | -11.9% |
| 1Y | +1.2% | -44.7% | +45.9% | -1.4% |
| All | -5.2% | +17.6% | -22.8% | -25.2% |
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 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