+76.9%
GOOG vs KRMN
+14.6%
+62.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -2.5% | -15.1% | +12.6% | -0.5% |
| 30D | -3.6% | -44.5% | +40.9% | +3.8% |
| 3M | -6.4% | -25.0% | +18.6% | -3.7% |
| 6M | +7.8% | -66.5% | +74.3% | +21.9% |
| YTD | +5.5% | -53.0% | +58.5% | +12.9% |
| 1Y | +38.3% | -44.7% | +83.0% | +43.5% |
| All | +76.9% | +14.6% | +62.2% | +58.8% |
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