+32.8%
JPM vs KRMN
+17.6%
+15.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -0.7% | -11.8% | +11.1% | +0.8% |
| 30D | -2.5% | -43.0% | +40.6% | +4.4% |
| 3M | +14.1% | -28.8% | +43.0% | +18.2% |
| 6M | +25.1% | -66.3% | +91.4% | +41.4% |
| YTD | +12.1% | -51.8% | +63.9% | +18.4% |
| 1Y | +18.8% | -44.7% | +63.5% | +21.8% |
| All | +32.8% | +17.6% | +15.2% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling