-12.7%
JHX vs KRMN
+17.6%
-30.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | -6.3% | -11.8% | +5.4% | -4.3% |
| 30D | -7.7% | -43.0% | +35.3% | +1.4% |
| 3M | +19.2% | -28.8% | +48.0% | +25.5% |
| 6M | +38.3% | -66.3% | +104.6% | +61.3% |
| YTD | +37.2% | -51.8% | +89.0% | +49.4% |
| 1Y | +42.3% | -44.7% | +87.0% | +51.5% |
| All | -12.7% | +17.6% | -30.3% | -22.8% |
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