+73.8%
F vs KRMN
+33.3%
+40.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +5.3% | -12.3% | +17.6% | +6.3% |
| 30D | +4.6% | -27.5% | +32.1% | +7.0% |
| 3M | -3.7% | -26.5% | +22.8% | -1.9% |
| 6M | +16.8% | -59.6% | +76.4% | +23.4% |
| YTD | +15.3% | -45.4% | +60.7% | +18.7% |
| 1Y | +31.0% | -25.1% | +56.1% | +31.9% |
| All | +73.8% | +33.3% | +40.5% | +60.1% |
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