-48.3%
FICO vs KRMN
+33.3%
-81.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.6% |
| 7D | -19.2% | -12.3% | -6.9% | -18.8% |
| 30D | -14.6% | -27.5% | +12.9% | -13.8% |
| 3M | -20.1% | -26.5% | +6.4% | -19.3% |
| 6M | -36.3% | -59.6% | +23.2% | -33.5% |
| YTD | -44.9% | -45.4% | +0.5% | -44.5% |
| 1Y | -38.6% | -25.1% | -13.5% | -41.8% |
| All | -48.3% | +33.3% | -81.6% | -60.5% |
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