-25.7%
HDB vs KRMN
+17.4%
-43.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.3% | +9.5% | -1.2% |
| 7D | -4.9% | -12.9% | +8.0% | -4.2% |
| 30D | -5.8% | -43.3% | +37.5% | -3.3% |
| 3M | -5.2% | -27.2% | +22.0% | -4.2% |
| 6M | -25.7% | -66.8% | +41.1% | -22.1% |
| YTD | -39.6% | -51.9% | +12.3% | -37.9% |
| 1Y | -36.9% | -43.7% | +6.7% | -36.1% |
| All | -25.7% | +17.4% | -43.1% | -32.9% |
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