+24.7%
FERG vs KRMN
+17.6%
+7.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -2.6% | -11.8% | +9.2% | -1.2% |
| 30D | -8.9% | -43.0% | +34.1% | -2.9% |
| 3M | -2.0% | -28.8% | +26.8% | +1.3% |
| 6M | -3.2% | -66.3% | +63.2% | +9.0% |
| YTD | +1.5% | -51.8% | +53.3% | +7.7% |
| 1Y | +0.5% | -44.7% | +45.2% | +4.0% |
| All | +24.7% | +17.6% | +7.1% | +8.0% |
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 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