+310.9%
FIX vs KRMN
+17.4%
+293.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.3% | +9.2% | +1.2% |
| 7D | +3.5% | -12.9% | +16.4% | +7.5% |
| 30D | -3.5% | -43.3% | +39.8% | +13.3% |
| 3M | -11.8% | -27.2% | +15.4% | -5.0% |
| 6M | +17.8% | -66.8% | +84.6% | +58.8% |
| YTD | +73.3% | -51.9% | +125.2% | +100.9% |
| 1Y | +128.1% | -43.7% | +171.8% | +148.9% |
| All | +310.9% | +17.4% | +293.5% | +214.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling