+181.3%
FIX vs KRMN
+46.4%
+135.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | +0.5% |
| 7D | -13.9% | +11.1% | -25.1% | -17.1% |
| 30D | -35.5% | +34.7% | -70.3% | -41.4% |
| 3M | -33.9% | -29.4% | -4.6% | -28.1% |
| 6M | -43.3% | -27.8% | -15.5% | -40.1% |
| YTD | +18.7% | -40.0% | +58.7% | +27.5% |
| 1Y | +13.8% | -39.3% | +53.0% | +20.7% |
| All | +181.3% | +46.4% | +135.0% | +99.8% |
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