+76.1%
INCY vs KRMN
+14.6%
+61.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -3.7% | -15.1% | +11.4% | -2.9% |
| 30D | +1.8% | -44.5% | +46.3% | +5.0% |
| 3M | +17.0% | -25.0% | +42.0% | +18.3% |
| 6M | +28.4% | -66.5% | +94.9% | +37.2% |
| YTD | +24.8% | -53.0% | +77.8% | +29.5% |
| 1Y | +42.9% | -44.7% | +87.7% | +46.0% |
| All | +76.1% | +14.6% | +61.5% | +73.4% |
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