+32.3%
FITB vs KRMN
+17.6%
+14.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -0.3% | -11.8% | +11.5% | +0.8% |
| 30D | -5.7% | -43.0% | +37.3% | -0.7% |
| 3M | +3.2% | -28.8% | +32.0% | +5.9% |
| 6M | +23.4% | -66.3% | +89.8% | +35.2% |
| YTD | +18.8% | -51.8% | +70.6% | +22.5% |
| 1Y | +25.0% | -44.7% | +69.7% | +25.0% |
| All | +32.3% | +17.6% | +14.7% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling