+84.3%
FLEX vs KRMN
+35.0%
+49.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | +1.2% |
| 7D | +17.1% | +26.2% | -9.1% | +8.5% |
| 30D | -29.5% | +34.3% | -63.9% | -35.4% |
| 3M | -37.3% | -34.6% | -2.7% | -31.3% |
| 6M | -44.1% | -35.2% | -8.9% | -40.0% |
| YTD | +29.3% | -44.6% | +73.9% | +40.9% |
| 1Y | +24.2% | -40.2% | +64.4% | +31.2% |
| All | +84.3% | +35.0% | +49.3% | +36.7% |
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