-59.5%
FICO vs KRMN
+46.4%
-105.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.1% |
| 7D | +0.9% | +11.1% | -10.3% | +0.4% |
| 30D | +9.4% | +34.7% | -25.3% | +7.9% |
| 3M | -30.4% | -29.4% | -1.0% | -30.0% |
| 6M | -35.1% | -27.8% | -7.3% | -34.6% |
| YTD | -56.8% | -40.0% | -16.8% | -56.9% |
| 1Y | -58.4% | -39.3% | -19.1% | -58.6% |
| All | -59.5% | +46.4% | -105.8% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling