-22.6%
FPS vs KRMN
-64.1%
+41.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.5% | -3.8% | -12.5% |
| 7D | -23.3% | -10.0% | -13.3% | -19.9% |
| 30D | -42.4% | +3.5% | -45.9% | -42.5% |
| 3M | -43.0% | -36.7% | -6.3% | -34.0% |
| 6M | -44.5% | -47.7% | +3.2% | -34.1% |
| All | -22.6% | -64.1% | +41.5% | +7.1% |
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