-29.0%
IP vs KRMN
+32.3%
-61.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +0.1% | -3.4% | +3.5% | +0.4% |
| 30D | -11.2% | -31.8% | +20.6% | -8.0% |
| 3M | +12.3% | -20.0% | +32.4% | +14.2% |
| 6M | -5.2% | -60.5% | +55.3% | +2.2% |
| YTD | -4.0% | -45.8% | +41.8% | -1.7% |
| 1Y | -19.2% | -36.4% | +17.1% | -20.0% |
| All | -29.0% | +32.3% | -61.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling