-60.5%
HTZ vs KRMN
+35.0%
-95.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | -5.1% |
| 7D | -14.0% | +26.2% | -40.2% | -16.7% |
| 30D | -19.8% | +34.3% | -54.1% | -23.8% |
| 3M | -45.0% | -34.6% | -10.4% | -40.7% |
| 6M | -73.2% | -35.2% | -38.0% | -71.5% |
| YTD | -70.0% | -44.6% | -25.4% | -68.7% |
| 1Y | -75.7% | -40.2% | -35.5% | -75.1% |
| All | -60.5% | +35.0% | -95.5% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling