+31.0%
FITB vs KRMN
+17.4%
+13.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | +0.5% |
| 7D | -0.4% | -12.9% | +12.5% | +0.8% |
| 30D | -5.1% | -43.3% | +38.2% | -0.1% |
| 3M | +3.5% | -27.2% | +30.7% | +6.0% |
| 6M | +17.2% | -66.8% | +84.0% | +28.6% |
| YTD | +17.6% | -51.9% | +69.5% | +21.4% |
| 1Y | +23.4% | -43.7% | +67.0% | +23.0% |
| All | +31.0% | +17.4% | +13.6% | +5.4% |
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 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