+57.4%
JNJ vs KRMN
-25.5%
+82.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +2.7% | -12.3% | +14.9% | +2.9% |
| 30D | +7.4% | -27.5% | +34.8% | +7.9% |
| 3M | +21.2% | -26.5% | +47.7% | +21.9% |
| 6M | +13.4% | -59.6% | +73.0% | +15.0% |
| YTD | +35.1% | -45.4% | +80.5% | +37.3% |
| 1Y | +57.4% | -25.1% | +82.5% | +59.1% |
| All | +57.4% | -25.5% | +82.9% | +59.1% |
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 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