+31.5%
FITB vs KRMN
+14.6%
+16.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | -1.0% | -15.1% | +14.1% | +0.5% |
| 30D | -5.5% | -44.5% | +39.0% | -0.3% |
| 3M | +4.1% | -25.0% | +29.1% | +6.3% |
| 6M | +18.7% | -66.5% | +85.3% | +30.2% |
| YTD | +18.2% | -53.0% | +71.2% | +22.2% |
| 1Y | +23.7% | -44.7% | +68.4% | +23.5% |
| All | +31.5% | +14.6% | +16.9% | +6.1% |
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