+76.9%
JNJ vs KRMN
+17.6%
+59.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | -3.5% | -11.8% | +8.2% | -3.3% |
| 30D | +2.3% | -43.0% | +45.3% | +3.4% |
| 3M | +12.0% | -28.8% | +40.8% | +12.7% |
| 6M | +10.5% | -66.3% | +76.8% | +12.7% |
| YTD | +30.4% | -51.8% | +82.2% | +32.2% |
| 1Y | +52.1% | -44.7% | +96.8% | +53.4% |
| All | +76.9% | +17.6% | +59.3% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling