+87.5%
IVZ vs KRMN
+32.3%
+55.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.7% |
| 30D | +3.1% | -31.8% | +34.9% | +10.4% |
| 3M | +18.2% | -20.0% | +38.2% | +22.0% |
| 6M | +38.6% | -60.5% | +99.1% | +60.3% |
| YTD | +25.9% | -45.8% | +71.7% | +33.7% |
| 1Y | +51.7% | -36.4% | +88.0% | +53.1% |
| All | +87.5% | +32.3% | +55.2% | +36.7% |
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