+90.3%
FN vs KRMN
+33.3%
+57.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.6% |
| 7D | -1.7% | -12.3% | +10.6% | +2.4% |
| 30D | -22.0% | -27.5% | +5.5% | -13.5% |
| 3M | -43.0% | -26.5% | -16.5% | -37.5% |
| 6M | -27.7% | -59.6% | +31.8% | -5.6% |
| YTD | -10.5% | -45.4% | +34.8% | +2.2% |
| 1Y | +12.5% | -25.1% | +37.6% | +14.1% |
| All | +90.3% | +33.3% | +57.1% | +48.9% |
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