+34.0%
FANG vs KRMN
-62.2%
+96.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.3% | -2.0% |
| 7D | -13.0% | -23.0% | +10.0% | -13.6% |
| 30D | -2.9% | -3.6% | +0.7% | -2.7% |
| 3M | -3.0% | -41.8% | +38.8% | -5.3% |
| 6M | -11.9% | -49.0% | +37.0% | -13.4% |
| YTD | +21.5% | -56.1% | +77.6% | +20.2% |
| 1Y | +34.0% | -59.8% | +93.7% | +33.8% |
| All | +34.0% | -62.2% | +96.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling