-32.8%
IP vs KRMN
+52.0%
-84.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +42.1% | -41.3% | -3.0% |
| 7D | -5.1% | +14.2% | -19.2% | -6.7% |
| 30D | +8.5% | +45.3% | -36.8% | +3.8% |
| 3M | -13.8% | -17.3% | +3.4% | -13.1% |
| 6M | +5.7% | -27.8% | +33.6% | +7.2% |
| YTD | -9.1% | -37.7% | +28.5% | -9.0% |
| 1Y | -0.8% | -39.2% | +38.4% | -1.0% |
| All | -32.8% | +52.0% | -84.8% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling