+77.4%
JNJ vs KRMN
+14.6%
+62.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -4.3% | -15.1% | +10.8% | -4.0% |
| 30D | +3.0% | -44.5% | +47.5% | +4.2% |
| 3M | +12.2% | -25.0% | +37.3% | +12.7% |
| 6M | +10.5% | -66.5% | +77.0% | +12.7% |
| YTD | +30.8% | -53.0% | +83.8% | +32.6% |
| 1Y | +54.9% | -44.7% | +99.7% | +56.2% |
| All | +77.4% | +14.6% | +62.7% | +73.1% |
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