-8.6%
FTV vs KRMN
+17.4%
-26.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.3% | +10.0% | -0.4% |
| 7D | -1.3% | -12.9% | +11.6% | -0.3% |
| 30D | -9.5% | -43.3% | +33.8% | -5.6% |
| 3M | -10.9% | -27.2% | +16.3% | -9.0% |
| 6M | -0.6% | -66.8% | +66.2% | +7.0% |
| YTD | +1.4% | -51.9% | +53.3% | +3.4% |
| 1Y | +17.6% | -43.7% | +61.3% | +16.4% |
| All | -8.6% | +17.4% | -26.0% | -23.6% |
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