-6.7%
IP vs KRMN
-41.7%
+35.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.3% |
| 7D | -0.9% | +26.2% | -27.1% | -3.3% |
| 30D | +6.7% | +34.3% | -27.6% | +3.1% |
| 3M | -16.6% | -34.6% | +18.0% | -14.3% |
| 6M | +6.0% | -35.2% | +41.2% | +7.9% |
| YTD | -10.7% | -44.6% | +34.0% | -13.1% |
| 1Y | -6.7% | -40.2% | +33.5% | -11.2% |
| All | -6.7% | -41.7% | +35.0% | -11.2% |
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