-65.3%
IT vs KRMN
+17.6%
-82.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +5.1% |
| 7D | -3.7% | -11.8% | +8.1% | -3.1% |
| 30D | +0.1% | -43.0% | +43.1% | +2.8% |
| 3M | +20.7% | -28.8% | +49.5% | +22.5% |
| 6M | +12.0% | -66.3% | +78.3% | +19.9% |
| YTD | -28.8% | -51.8% | +23.0% | -28.4% |
| 1Y | -25.5% | -44.7% | +19.2% | -27.8% |
| All | -65.3% | +17.6% | -82.9% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling