+11.2%
FE vs KRMN
-44.2%
+55.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.7% | -0.6% |
| 7D | -0.2% | -12.9% | +12.7% | -0.3% |
| 30D | -1.2% | -43.3% | +42.2% | -1.9% |
| 3M | +1.7% | -27.2% | +28.8% | +1.4% |
| 6M | -7.5% | -66.8% | +59.3% | -8.0% |
| YTD | +6.3% | -51.9% | +58.2% | +5.9% |
| All | +11.2% | -44.2% | +55.4% | +11.0% |
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