+57.1%
IEMG vs KRMN
+17.6%
+39.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.9% |
| 7D | -1.3% | -11.8% | +10.5% | +0.1% |
| 30D | +1.9% | -43.0% | +44.9% | +8.6% |
| 3M | +1.4% | -28.8% | +30.3% | +4.7% |
| 6M | +15.2% | -66.3% | +81.5% | +28.6% |
| YTD | +23.8% | -51.8% | +75.6% | +31.7% |
| 1Y | +30.7% | -44.7% | +75.4% | +35.9% |
| All | +57.1% | +17.6% | +39.5% | +42.8% |
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 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