+53.2%
FN vs KRMN
+35.5%
+17.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +0.3% | -10.9% | +11.1% | +3.9% |
| 30D | -16.5% | +34.9% | -51.4% | -25.3% |
| 3M | -42.1% | -32.8% | -9.3% | -35.6% |
| 6M | -52.9% | -39.6% | -13.3% | -46.7% |
| YTD | -28.0% | -44.4% | +16.5% | -20.1% |
| 1Y | -18.5% | -32.2% | +13.7% | -16.2% |
| All | +53.2% | +35.5% | +17.7% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling