+169.0%
HPE vs KRMN
+14.6%
+154.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.9% | -5.9% |
| 7D | +1.4% | -15.1% | +16.6% | +3.5% |
| 30D | +1.5% | -44.5% | +46.0% | +9.7% |
| 3M | +21.7% | -25.0% | +46.8% | +25.4% |
| 6M | +164.2% | -66.5% | +230.7% | +203.8% |
| YTD | +132.1% | -53.0% | +185.1% | +142.6% |
| 1Y | +130.6% | -44.7% | +175.4% | +127.8% |
| All | +169.0% | +14.6% | +154.4% | +94.1% |
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