-64.3%
FLUT vs KRMN
+32.3%
-96.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.8% | -3.4% | +7.2% | +4.4% |
| 30D | +6.3% | -31.8% | +38.1% | +12.8% |
| 3M | -4.0% | -20.0% | +16.0% | -1.8% |
| 6M | -10.3% | -60.5% | +50.2% | +5.1% |
| YTD | -53.2% | -45.8% | -7.4% | -50.4% |
| 1Y | -65.0% | -36.4% | -28.7% | -64.9% |
| All | -64.3% | +32.3% | -96.6% | -73.3% |
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