+25.0%
FLEX vs KRMN
-59.3%
+84.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -13.5% | +1.2% | -9.0% |
| 7D | -17.0% | -10.0% | -6.9% | -14.6% |
| 30D | -33.8% | +3.5% | -37.3% | -34.1% |
| 3M | -39.0% | -36.7% | -2.3% | -32.5% |
| 6M | -15.9% | -47.7% | +31.8% | -4.9% |
| YTD | +27.8% | -53.3% | +81.1% | +47.6% |
| 1Y | +25.0% | -59.7% | +84.6% | +51.5% |
| All | +25.0% | -59.3% | +84.3% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling