-3.1%
IEF vs KRMN
-65.5%
+62.4%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.3% | +11.0% | -0.1% |
| 7D | -0.3% | -12.9% | +12.6% | -0.1% |
| 30D | -0.6% | -43.3% | +42.8% | +0.3% |
| 3M | -1.0% | -27.2% | +26.2% | -0.6% |
| 6M | -3.1% | -66.8% | +63.7% | -1.3% |
| All | -3.1% | -65.5% | +62.4% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling