+32.3%
JPM vs KRMN
+17.4%
+14.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.3% | +11.6% | +1.7% |
| 7D | -0.4% | -12.9% | +12.4% | +1.2% |
| 30D | -1.4% | -43.3% | +41.9% | +5.6% |
| 3M | +13.9% | -27.2% | +41.1% | +17.6% |
| 6M | +23.5% | -66.8% | +90.3% | +39.9% |
| YTD | +11.6% | -51.9% | +63.5% | +17.9% |
| 1Y | +21.4% | -43.7% | +65.0% | +24.0% |
| All | +32.3% | +17.4% | +14.9% | +6.6% |
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