+67.4%
IVZ vs KRMN
+46.4%
+21.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | +2.2% | +11.1% | -9.0% | -0.2% |
| 30D | -2.2% | +34.7% | -36.9% | -7.8% |
| 3M | -8.4% | -29.4% | +20.9% | -3.5% |
| 6M | +6.2% | -27.8% | +34.0% | +9.8% |
| YTD | +12.4% | -40.0% | +52.4% | +16.0% |
| 1Y | +26.0% | -39.3% | +65.3% | +29.0% |
| All | +67.4% | +46.4% | +21.0% | +18.6% |
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