+381.7%
HUT vs KRMN
+17.6%
+364.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +7.5% |
| 7D | +5.4% | -11.8% | +17.2% | +11.9% |
| 30D | +8.6% | -43.0% | +51.6% | +42.7% |
| 3M | -15.2% | -28.8% | +13.6% | -3.9% |
| 6M | +92.9% | -66.3% | +159.2% | +227.8% |
| YTD | +114.6% | -51.8% | +166.4% | +196.0% |
| 1Y | +208.5% | -44.7% | +253.2% | +310.2% |
| All | +381.7% | +17.6% | +364.1% | +323.6% |
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