+75.1%
FTAI vs KRMN
+17.6%
+57.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +2.4% |
| 7D | -5.2% | -11.8% | +6.5% | -1.1% |
| 30D | -17.9% | -43.0% | +25.1% | -0.8% |
| 3M | -22.7% | -28.8% | +6.1% | -14.1% |
| 6M | -28.0% | -66.3% | +38.3% | +0.5% |
| YTD | -5.0% | -51.8% | +46.8% | +16.7% |
| 1Y | +10.4% | -44.7% | +55.1% | +27.4% |
| All | +75.1% | +17.6% | +57.5% | +39.5% |
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