-21.2%
HD vs KRMN
+17.4%
-38.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.3% | +10.2% | -0.3% |
| 7D | -1.8% | -12.9% | +11.1% | -0.9% |
| 30D | -10.8% | -43.3% | +32.5% | -7.4% |
| 3M | -2.7% | -27.2% | +24.5% | -0.8% |
| 6M | -10.3% | -66.8% | +56.5% | -4.6% |
| YTD | -7.8% | -51.9% | +44.0% | -4.8% |
| 1Y | -23.1% | -43.7% | +20.5% | -22.0% |
| All | -21.2% | +17.4% | -38.6% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling