-31.9%
IOT vs KRMN
+17.6%
-49.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.5% |
| 7D | -4.5% | -11.8% | +7.2% | -2.9% |
| 30D | -2.4% | -43.0% | +40.6% | +5.1% |
| 3M | +19.0% | -28.8% | +47.8% | +23.3% |
| 6M | +19.6% | -66.3% | +86.0% | +43.4% |
| YTD | +8.3% | -51.8% | +60.0% | +11.7% |
| 1Y | -0.8% | -44.7% | +43.9% | -5.4% |
| All | -31.9% | +17.6% | -49.5% | -56.3% |
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