+36.6%
FFIV vs KRMN
-59.3%
+95.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.5% | +13.1% | +0.5% |
| 7D | -9.8% | -10.0% | +0.2% | -9.2% |
| 30D | -28.1% | +3.5% | -31.6% | -28.3% |
| 3M | -20.0% | -36.7% | +16.7% | -17.7% |
| 6M | -0.1% | -47.7% | +47.6% | +3.7% |
| YTD | +29.2% | -53.3% | +82.5% | +35.3% |
| 1Y | +36.6% | -59.7% | +96.3% | +43.4% |
| All | +36.6% | -59.3% | +95.9% | +43.4% |
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