-67.0%
IT vs KRMN
+14.6%
-81.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -12.7% | -15.1% | +2.4% | -12.0% |
| 30D | -8.9% | -44.5% | +35.6% | -6.3% |
| 3M | +10.1% | -25.0% | +35.2% | +11.4% |
| 6M | +7.3% | -66.5% | +73.8% | +14.7% |
| YTD | -32.4% | -53.0% | +20.6% | -31.9% |
| 1Y | -26.6% | -44.7% | +18.1% | -29.2% |
| All | -67.0% | +14.6% | -81.6% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling