+28.4%
FFIV vs KRMN
+14.6%
+13.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.3% |
| 7D | +1.6% | -15.1% | +16.7% | +3.1% |
| 30D | -3.7% | -44.5% | +40.7% | +1.9% |
| 3M | +2.0% | -25.0% | +27.0% | +4.1% |
| 6M | +39.3% | -66.5% | +105.8% | +55.1% |
| YTD | +56.1% | -53.0% | +109.1% | +64.1% |
| 1Y | +22.0% | -44.7% | +66.7% | +23.7% |
| All | +28.4% | +14.6% | +13.7% | +7.2% |
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