-19.8%
HD vs KRMN
-25.5%
+5.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.0% |
| 7D | -2.1% | -12.3% | +10.2% | -1.3% |
| 30D | -8.4% | -27.5% | +19.1% | -6.7% |
| 3M | +4.3% | -26.5% | +30.8% | +6.0% |
| 6M | -11.1% | -59.6% | +48.4% | -7.6% |
| YTD | -4.7% | -45.4% | +40.7% | -2.7% |
| 1Y | -19.8% | -25.1% | +5.3% | -21.7% |
| All | -19.8% | -25.5% | +5.7% | -21.7% |
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