+25.2%
HIG vs KRMN
+17.6%
+7.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | -1.5% | -11.8% | +10.3% | -1.1% |
| 30D | -0.4% | -43.0% | +42.7% | +1.3% |
| 3M | +6.7% | -28.8% | +35.5% | +7.5% |
| 6M | +2.0% | -66.3% | +68.3% | +6.4% |
| YTD | +0.3% | -51.8% | +52.1% | +0.8% |
| 1Y | +4.2% | -44.7% | +48.9% | +2.1% |
| All | +25.2% | +17.6% | +7.6% | +1.2% |
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