+25.1%
FERG vs KRMN
+17.4%
+7.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.3% | +9.9% | 0.0% |
| 7D | +0.9% | -12.9% | +13.8% | +2.5% |
| 30D | -15.1% | -43.3% | +28.3% | -9.4% |
| 3M | -4.8% | -27.2% | +22.3% | -1.8% |
| 6M | -2.5% | -66.8% | +64.3% | +10.0% |
| YTD | +1.8% | -51.9% | +53.7% | +8.0% |
| 1Y | -0.3% | -43.7% | +43.3% | +2.9% |
| All | +25.1% | +17.4% | +7.7% | +8.3% |
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