+195.5%
FIX vs KRMN
+49.0%
+146.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +4.6% |
| 7D | +6.4% | +30.8% | -24.3% | -2.3% |
| 30D | -29.1% | +40.2% | -69.3% | -36.3% |
| 3M | -31.1% | -27.8% | -3.3% | -25.5% |
| 6M | -42.8% | -24.0% | -18.8% | -40.5% |
| YTD | +24.6% | -38.9% | +63.6% | +33.3% |
| 1Y | +21.9% | -35.6% | +57.5% | +27.0% |
| All | +195.5% | +49.0% | +146.5% | +108.9% |
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 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