-27.5%
IP vs KRMN
+33.3%
-60.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -5.3% | -12.3% | +7.0% | -4.0% |
| 30D | -10.9% | -27.5% | +16.6% | -8.1% |
| 3M | +11.2% | -26.5% | +37.7% | +13.9% |
| 6M | -10.2% | -59.6% | +49.3% | -3.4% |
| YTD | -2.0% | -45.4% | +43.4% | +0.2% |
| 1Y | -19.1% | -25.1% | +6.0% | -21.9% |
| All | -27.5% | +33.3% | -60.8% | -42.4% |
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