-17.4%
IR vs KRMN
+33.3%
-50.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -2.8% | -12.3% | +9.4% | -1.1% |
| 30D | -15.1% | -27.5% | +12.3% | -11.4% |
| 3M | +6.1% | -26.5% | +32.6% | +9.8% |
| 6M | -16.8% | -59.6% | +42.8% | -7.1% |
| YTD | -3.5% | -45.4% | +41.8% | +1.1% |
| 1Y | -3.5% | -25.1% | +21.6% | -5.2% |
| All | -17.4% | +33.3% | -50.6% | -27.4% |
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