+38.2%
IEFA vs KRMN
+17.6%
+20.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.7% |
| 7D | -1.6% | -11.8% | +10.2% | -0.4% |
| 30D | -1.5% | -43.0% | +41.5% | +4.0% |
| 3M | +3.4% | -28.8% | +32.3% | +6.3% |
| 6M | +9.5% | -66.3% | +75.8% | +20.5% |
| YTD | +13.0% | -51.8% | +64.8% | +18.6% |
| 1Y | +18.0% | -44.7% | +62.7% | +20.7% |
| All | +38.2% | +17.6% | +20.6% | +19.3% |
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 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