+13.3%
FN vs KRMN
-44.1%
+57.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.7% | +4.0% |
| 7D | +5.8% | -12.9% | +18.7% | +10.2% |
| 30D | -20.6% | -43.3% | +22.7% | -4.9% |
| 3M | -28.6% | -27.2% | -1.4% | -22.1% |
| 6M | -20.7% | -66.8% | +46.1% | +9.2% |
| YTD | -8.1% | -51.9% | +43.7% | +5.5% |
| 1Y | +13.3% | -43.7% | +57.0% | +13.7% |
| All | +13.3% | -44.1% | +57.5% | +13.7% |
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 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