+37.3%
FANG vs KRMN
+17.6%
+19.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +2.9% | -11.8% | +14.6% | +3.2% |
| 30D | +2.6% | -43.0% | +45.6% | +4.0% |
| 3M | +7.6% | -28.8% | +36.4% | +8.2% |
| 6M | +17.3% | -66.3% | +83.7% | +23.6% |
| YTD | +38.7% | -51.8% | +90.5% | +38.5% |
| 1Y | +51.6% | -44.7% | +96.3% | +46.6% |
| All | +37.3% | +17.6% | +19.7% | +2.9% |
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