-31.8%
FRSH vs KRMN
+17.6%
-49.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | -6.6% | -11.8% | +5.2% | -5.8% |
| 30D | +2.1% | -43.0% | +45.1% | +6.3% |
| 3M | +29.0% | -28.8% | +57.8% | +31.3% |
| 6M | +48.6% | -66.3% | +115.0% | +66.7% |
| YTD | -2.9% | -51.8% | +48.8% | +1.9% |
| 1Y | -7.9% | -44.7% | +36.8% | -6.8% |
| All | -31.8% | +17.6% | -49.4% | -44.6% |
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