-36.4%
FICO vs KRMN
-44.1%
+7.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.3% | +16.6% | +5.0% |
| 7D | -10.6% | -12.9% | +2.3% | -10.9% |
| 30D | -6.3% | -43.3% | +37.0% | -7.8% |
| 3M | -19.7% | -27.2% | +7.4% | -20.4% |
| 6M | -31.8% | -66.8% | +35.0% | -32.5% |
| YTD | -41.8% | -51.9% | +10.0% | -41.9% |
| 1Y | -36.4% | -43.7% | +7.2% | -32.0% |
| All | -36.4% | -44.1% | +7.7% | -32.0% |
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