-5.4%
JD vs KRMN
-25.5%
+20.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -1.7% | -12.3% | +10.6% | -0.5% |
| 30D | -13.2% | -27.5% | +14.3% | -10.6% |
| 3M | -3.2% | -26.5% | +23.3% | -0.8% |
| 6M | +15.2% | -59.6% | +74.8% | +24.3% |
| YTD | +2.0% | -45.4% | +47.3% | +5.7% |
| 1Y | -5.4% | -25.1% | +19.7% | -1.9% |
| All | -5.4% | -25.5% | +20.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling