-2.4%
IBM vs KRMN
+17.6%
-20.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.8% |
| 7D | +3.6% | -11.8% | +15.3% | +4.3% |
| 30D | +3.1% | -43.0% | +46.1% | +6.9% |
| 3M | -10.8% | -28.8% | +18.0% | -9.3% |
| 6M | -0.8% | -66.3% | +65.5% | +7.9% |
| YTD | -16.2% | -51.8% | +35.6% | -13.6% |
| 1Y | -2.9% | -44.7% | +41.8% | -2.4% |
| All | -2.4% | +17.6% | -20.0% | -14.6% |
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