-9.7%
IR vs KRMN
-44.5%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -3.1% | -15.1% | +12.1% | -1.1% |
| 30D | -14.0% | -44.5% | +30.5% | -7.5% |
| 3M | +3.7% | -25.0% | +28.8% | +6.8% |
| 6M | -15.4% | -66.5% | +51.2% | -4.7% |
| YTD | -7.7% | -53.0% | +45.3% | -3.2% |
| All | -9.7% | -44.5% | +34.8% | -11.0% |
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