-48.2%
FICO vs KRMN
+32.3%
-80.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -15.4% | -3.4% | -12.0% | -15.3% |
| 30D | -10.4% | -31.8% | +21.5% | -9.4% |
| 3M | -22.7% | -20.0% | -2.7% | -22.4% |
| 6M | -36.8% | -60.5% | +23.8% | -33.8% |
| YTD | -44.8% | -45.8% | +1.0% | -44.4% |
| 1Y | -39.3% | -36.4% | -3.0% | -40.9% |
| All | -48.2% | +32.3% | -80.5% | -60.4% |
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