-3.7%
IBM vs KRMN
+17.4%
-21.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.3% | +14.6% | +4.1% |
| 7D | +3.6% | -12.9% | +16.4% | +4.4% |
| 30D | +1.5% | -43.3% | +44.9% | +5.3% |
| 3M | -12.9% | -27.2% | +14.3% | -11.6% |
| 6M | -3.9% | -66.8% | +62.9% | +4.7% |
| YTD | -17.3% | -51.9% | +34.5% | -14.7% |
| 1Y | -5.0% | -43.7% | +38.7% | -4.8% |
| All | -3.7% | +17.4% | -21.1% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling