+43.2%
F vs KRMN
+35.0%
+8.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.3% |
| 7D | -3.9% | +26.2% | -30.1% | -5.4% |
| 30D | -0.5% | +34.3% | -34.8% | -2.8% |
| 3M | -12.9% | -34.6% | +21.7% | -10.5% |
| 6M | +1.5% | -35.2% | +36.7% | +3.9% |
| YTD | -5.0% | -44.6% | +39.6% | -2.6% |
| 1Y | -7.3% | -40.2% | +32.9% | -5.8% |
| All | +43.2% | +35.0% | +8.2% | +31.3% |
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