+86.1%
IVZ vs KRMN
+17.4%
+68.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | +1.3% |
| 7D | +1.2% | -12.9% | +14.0% | +3.6% |
| 30D | +1.8% | -43.3% | +45.1% | +12.6% |
| 3M | +15.7% | -27.2% | +42.9% | +21.4% |
| 6M | +36.3% | -66.8% | +103.1% | +62.5% |
| YTD | +24.9% | -51.9% | +76.8% | +35.4% |
| 1Y | +48.9% | -43.7% | +92.6% | +53.5% |
| All | +86.1% | +17.4% | +68.7% | +38.4% |
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 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