-41.7%
FIS vs KRMN
+32.3%
-74.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -3.5% | -3.4% | 0.0% | -3.2% |
| 30D | -7.8% | -31.8% | +24.0% | -5.5% |
| 3M | +0.8% | -20.0% | +20.9% | +1.8% |
| 6M | -21.9% | -60.5% | +38.6% | -16.7% |
| YTD | -39.5% | -45.8% | +6.3% | -37.9% |
| 1Y | -41.0% | -36.4% | -4.6% | -41.0% |
| All | -41.7% | +32.3% | -74.0% | -48.7% |
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