-5.5%
ICE vs KRMN
+17.4%
-22.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | 0.0% |
| 7D | -0.9% | -12.9% | +12.0% | 0.0% |
| 30D | +4.0% | -43.3% | +47.3% | +7.9% |
| 3M | +11.0% | -27.2% | +38.2% | +12.7% |
| 6M | -5.0% | -66.8% | +61.8% | +2.6% |
| YTD | -2.7% | -51.9% | +49.2% | +0.6% |
| 1Y | -8.6% | -43.7% | +35.0% | -7.9% |
| All | -5.5% | +17.4% | -22.9% | -16.9% |
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