+80.0%
JBL vs KRMN
+14.6%
+65.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | -1.0% | -15.1% | +14.1% | +1.9% |
| 30D | -15.1% | -44.5% | +29.4% | -5.2% |
| 3M | -14.0% | -25.0% | +11.0% | -10.0% |
| 6M | +20.6% | -66.5% | +87.2% | +45.3% |
| YTD | +32.9% | -53.0% | +85.9% | +46.6% |
| 1Y | +40.5% | -44.7% | +85.3% | +48.1% |
| All | +80.0% | +14.6% | +65.3% | +44.3% |
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