+73.5%
INCY vs KRMN
+17.6%
+55.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.6% |
| 7D | -4.2% | -11.8% | +7.6% | -3.6% |
| 30D | +0.6% | -43.0% | +43.6% | +3.6% |
| 3M | +12.6% | -28.8% | +41.5% | +14.4% |
| 6M | +28.3% | -66.3% | +94.7% | +37.1% |
| YTD | +23.0% | -51.8% | +74.8% | +27.4% |
| 1Y | +41.0% | -44.7% | +85.7% | +44.1% |
| All | +73.5% | +17.6% | +55.9% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling