+67.2%
JCI vs KRMN
+17.6%
+49.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.3% | +2.0% |
| 7D | +0.7% | -11.8% | +12.5% | +2.0% |
| 30D | -4.4% | -43.0% | +38.6% | +1.0% |
| 3M | +1.7% | -28.8% | +30.5% | +4.6% |
| 6M | +8.8% | -66.3% | +75.1% | +19.7% |
| YTD | +22.6% | -51.8% | +74.4% | +27.0% |
| 1Y | +36.2% | -44.7% | +80.9% | +35.6% |
| All | +67.2% | +17.6% | +49.6% | +31.1% |
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