-42.8%
FIX vs KRMN
-24.7%
-18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +4.7% |
| 7D | +6.4% | +30.8% | -24.3% | +0.2% |
| 30D | -29.1% | +40.2% | -69.3% | -33.2% |
| 3M | -31.1% | -27.8% | -3.3% | -27.2% |
| 6M | -42.8% | -24.0% | -18.8% | -42.1% |
| All | -42.8% | -24.7% | -18.1% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling