+91.7%
IVZ vs KRMN
+33.3%
+58.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +0.6% | -12.3% | +12.9% | +3.0% |
| 30D | +4.0% | -27.5% | +31.5% | +10.0% |
| 3M | +18.2% | -26.5% | +44.7% | +23.8% |
| 6M | +32.8% | -59.6% | +92.4% | +52.8% |
| YTD | +28.7% | -45.4% | +74.1% | +36.5% |
| 1Y | +55.4% | -25.1% | +80.5% | +50.1% |
| All | +91.7% | +33.3% | +58.5% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling