-3.5%
IR vs KRMN
-25.5%
+22.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -2.8% | -12.3% | +9.4% | -1.2% |
| 30D | -15.1% | -27.5% | +12.3% | -11.7% |
| 3M | +6.1% | -26.5% | +32.6% | +9.4% |
| 6M | -16.8% | -59.6% | +42.8% | -8.3% |
| YTD | -3.5% | -45.4% | +41.8% | -0.3% |
| 1Y | -3.5% | -25.1% | +21.6% | -5.6% |
| All | -3.5% | -25.5% | +22.0% | -5.6% |
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 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