-27.1%
JD vs KRMN
+17.6%
-44.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.1% |
| 7D | -4.2% | -11.8% | +7.5% | -3.1% |
| 30D | -14.4% | -43.0% | +28.6% | -9.5% |
| 3M | -3.6% | -28.8% | +25.3% | -0.8% |
| 6M | -0.3% | -66.3% | +66.0% | +10.3% |
| YTD | -2.4% | -51.8% | +49.4% | +2.8% |
| 1Y | -18.5% | -44.7% | +26.2% | -15.9% |
| All | -27.1% | +17.6% | -44.7% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling