+154.8%
FLEX vs KRMN
+14.6%
+140.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.5% |
| 7D | +0.1% | -15.1% | +15.2% | +4.2% |
| 30D | -11.8% | -44.5% | +32.7% | +2.2% |
| 3M | -22.6% | -25.0% | +2.5% | -17.6% |
| 6M | +77.3% | -66.5% | +143.9% | +129.3% |
| YTD | +78.8% | -53.0% | +131.8% | +106.2% |
| 1Y | +86.1% | -44.7% | +130.8% | +101.9% |
| All | +154.8% | +14.6% | +140.2% | +100.1% |
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