-22.4%
IP vs KRMN
-44.1%
+21.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -11.3% | +6.2% | -4.1% |
| 7D | -4.6% | -12.9% | +8.3% | -3.4% |
| 30D | -15.3% | -43.3% | +28.1% | -11.5% |
| 3M | +2.7% | -27.2% | +29.9% | +4.9% |
| 6M | -7.4% | -66.8% | +59.4% | -2.0% |
| YTD | -8.8% | -51.9% | +43.0% | -7.7% |
| 1Y | -22.4% | -43.7% | +21.2% | -24.3% |
| All | -22.4% | -44.1% | +21.7% | -24.3% |
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 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