-2.3%
FERG vs KRMN
-25.5%
+23.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.5% |
| 7D | 0.0% | -12.3% | +12.2% | +1.4% |
| 30D | -10.2% | -27.5% | +17.3% | -7.0% |
| 3M | -0.6% | -26.5% | +25.9% | +2.4% |
| 6M | -6.5% | -59.6% | +53.0% | +2.8% |
| YTD | +4.2% | -45.4% | +49.5% | +7.8% |
| 1Y | -2.3% | -25.1% | +22.8% | -4.5% |
| All | -2.3% | -25.5% | +23.2% | -4.5% |
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