+59.9%
F vs KRMN
+17.4%
+42.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.3% | +7.3% | -3.1% |
| 7D | -4.9% | -12.9% | +8.0% | -3.9% |
| 30D | -2.9% | -43.3% | +40.5% | +1.2% |
| 3M | -9.1% | -27.2% | +18.1% | -7.4% |
| 6M | +12.9% | -66.8% | +79.7% | +20.9% |
| YTD | +6.1% | -51.9% | +57.9% | +10.3% |
| 1Y | +22.5% | -43.7% | +66.2% | +25.6% |
| All | +59.9% | +17.4% | +42.5% | +48.7% |
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 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