+48.7%
EXPE vs KRMN
+33.3%
+15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.5% |
| 7D | -9.5% | -12.3% | +2.7% | -8.3% |
| 30D | -6.6% | -27.5% | +20.8% | -3.5% |
| 3M | +31.4% | -26.5% | +57.9% | +35.0% |
| 6M | +35.2% | -59.6% | +94.8% | +48.0% |
| YTD | +5.8% | -45.4% | +51.2% | +9.3% |
| 1Y | +38.7% | -25.1% | +63.8% | +31.5% |
| All | +48.7% | +33.3% | +15.4% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling