+12.1%
IJH vs KRMN
-62.2%
+74.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -3.4% |
| 7D | -3.4% | -23.0% | +19.6% | -1.4% |
| 30D | -3.1% | -3.6% | +0.5% | -3.1% |
| 3M | -6.6% | -41.8% | +35.2% | -2.8% |
| 6M | -1.6% | -49.0% | +47.3% | +2.9% |
| YTD | +9.5% | -56.1% | +65.6% | +13.0% |
| 1Y | +12.1% | -59.8% | +71.8% | +16.8% |
| All | +12.1% | -62.2% | +74.3% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling