-80.9%
FIG vs KRMN
-29.6%
-51.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | -2.5% |
| 7D | -14.5% | -12.9% | -1.6% | -13.7% |
| 30D | -13.3% | -43.3% | +30.0% | -10.5% |
| 3M | +7.4% | -27.2% | +34.6% | +9.0% |
| 6M | -27.8% | -66.8% | +39.0% | -19.7% |
| YTD | -41.1% | -51.9% | +10.8% | -40.6% |
| 1Y | -58.7% | -43.7% | -15.1% | -59.2% |
| All | -80.9% | -29.6% | -51.4% | -80.8% |
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