+25.5%
FFIV vs KRMN
+32.3%
-6.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.5% | -3.4% | +1.9% | -1.2% |
| 30D | -2.7% | -31.8% | +29.2% | +1.1% |
| 3M | -1.7% | -20.0% | +18.4% | 0.0% |
| 6M | +36.1% | -60.5% | +96.6% | +49.3% |
| YTD | +52.6% | -45.8% | +98.4% | +58.5% |
| 1Y | +21.5% | -36.4% | +57.9% | +21.8% |
| All | +25.5% | +32.3% | -6.8% | +3.5% |
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