+81.6%
KEYS vs KRMN
+14.6%
+67.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.2% |
| 7D | +0.9% | -15.1% | +16.1% | +3.5% |
| 30D | -5.3% | -44.5% | +39.2% | +3.9% |
| 3M | +0.5% | -25.0% | +25.5% | +4.1% |
| 6M | +14.0% | -66.5% | +80.6% | +34.8% |
| YTD | +60.3% | -53.0% | +113.3% | +75.0% |
| 1Y | +91.3% | -44.7% | +136.1% | +100.2% |
| All | +81.6% | +14.6% | +67.0% | +51.3% |
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