+29.4%
FFIV vs KRMN
-39.5%
+68.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -0.5% | -10.9% | +10.3% | +0.1% |
| 30D | -32.4% | +34.9% | -67.3% | -33.9% |
| 3M | -25.7% | -32.8% | +7.1% | -23.6% |
| 6M | -13.5% | -39.6% | +26.1% | -10.9% |
| YTD | +21.1% | -44.4% | +65.5% | +24.3% |
| 1Y | +29.4% | -32.2% | +61.6% | +32.3% |
| All | +29.4% | -39.5% | +68.9% | +32.3% |
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 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