+66.4%
F vs KRMN
+32.3%
+34.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | +1.2% | -3.4% | +4.6% | +1.4% |
| 30D | +1.2% | -31.8% | +33.1% | +4.0% |
| 3M | -5.7% | -20.0% | +14.4% | -4.6% |
| 6M | +17.9% | -60.5% | +78.5% | +24.7% |
| YTD | +10.4% | -45.8% | +56.2% | +13.7% |
| 1Y | +25.3% | -36.4% | +61.7% | +27.4% |
| All | +66.4% | +32.3% | +34.1% | +53.4% |
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 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