-51.4%
FND vs KRMN
+17.4%
-68.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.3% | +10.6% | +0.8% |
| 7D | -0.8% | -12.9% | +12.1% | +1.0% |
| 30D | -19.6% | -43.3% | +23.8% | -13.5% |
| 3M | -4.3% | -27.2% | +22.8% | -0.8% |
| 6M | -20.4% | -66.8% | +46.4% | -10.4% |
| YTD | -21.9% | -51.9% | +30.0% | -16.4% |
| 1Y | -45.2% | -43.7% | -1.5% | -42.6% |
| All | -51.4% | +17.4% | -68.8% | -53.7% |
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