-27.3%
JD vs KRMN
+17.4%
-44.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.3% | +8.8% | -1.3% |
| 7D | -3.0% | -12.9% | +9.9% | -1.7% |
| 30D | -19.3% | -43.3% | +24.0% | -14.7% |
| 3M | -6.0% | -27.2% | +21.2% | -3.6% |
| 6M | +1.8% | -66.8% | +68.6% | +12.8% |
| YTD | -2.6% | -51.9% | +49.3% | +2.6% |
| 1Y | -17.4% | -43.7% | +26.2% | -15.0% |
| All | -27.3% | +17.4% | -44.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling