+21.9%
FE vs KRMN
+17.4%
+4.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.7% | -0.4% |
| 7D | -0.2% | -12.9% | +12.7% | -0.1% |
| 30D | -1.2% | -43.3% | +42.2% | -0.7% |
| 3M | +1.7% | -27.2% | +28.8% | +1.9% |
| 6M | -7.5% | -66.8% | +59.3% | -6.0% |
| YTD | +6.3% | -51.9% | +58.2% | +6.5% |
| 1Y | +10.9% | -43.7% | +54.5% | +10.0% |
| All | +21.9% | +17.4% | +4.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling