-5.1%
KHC vs KRMN
+32.3%
-37.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.2% | -3.4% | +1.2% | -2.2% |
| 30D | -0.1% | -31.8% | +31.8% | -0.4% |
| 3M | +8.3% | -20.0% | +28.4% | +8.2% |
| 6M | +5.0% | -60.5% | +65.5% | +4.0% |
| YTD | +8.0% | -45.8% | +53.8% | +7.5% |
| 1Y | -1.1% | -36.4% | +35.3% | -1.8% |
| All | -5.1% | +32.3% | -37.4% | -8.4% |
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