+76.9%
FLEX vs KRMN
+35.5%
+41.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +7.5% | -10.9% | +18.3% | +10.4% |
| 30D | -25.3% | +34.9% | -60.2% | -31.6% |
| 3M | -39.7% | -32.8% | -6.9% | -34.4% |
| 6M | -47.9% | -39.6% | -8.3% | -42.9% |
| YTD | +24.1% | -44.4% | +68.5% | +35.1% |
| 1Y | +26.0% | -32.2% | +58.2% | +28.2% |
| All | +76.9% | +35.5% | +41.3% | +31.1% |
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 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