-20.9%
IR vs KRMN
+14.6%
-35.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -3.1% | -15.1% | +12.1% | -0.9% |
| 30D | -14.0% | -44.5% | +30.5% | -6.8% |
| 3M | +3.7% | -25.0% | +28.8% | +7.1% |
| 6M | -15.4% | -66.5% | +51.2% | -3.0% |
| YTD | -7.7% | -53.0% | +45.3% | -1.3% |
| 1Y | -8.8% | -44.7% | +35.9% | -5.9% |
| All | -20.9% | +14.6% | -35.5% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling