-25.5%
JD vs KRMN
+32.3%
-57.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | -16.0% | -31.8% | +15.8% | -12.8% |
| 3M | -3.2% | -20.0% | +16.9% | -1.6% |
| 6M | +6.1% | -60.5% | +66.6% | +15.5% |
| YTD | -0.1% | -45.8% | +45.6% | +4.0% |
| 1Y | -12.7% | -36.4% | +23.6% | -11.2% |
| All | -25.5% | +32.3% | -57.8% | -33.1% |
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 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