+49.3%
HST vs KRMN
+33.3%
+16.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | -1.0% | -12.3% | +11.2% | -0.3% |
| 30D | -12.3% | -27.5% | +15.2% | -10.8% |
| 3M | -6.4% | -26.5% | +20.1% | -5.1% |
| 6M | +15.0% | -59.6% | +74.6% | +20.8% |
| YTD | +30.5% | -45.4% | +75.9% | +32.8% |
| 1Y | +35.7% | -25.1% | +60.8% | +32.0% |
| All | +49.3% | +33.3% | +16.0% | +24.0% |
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