+139.3%
KLAC vs KRMN
+17.6%
+121.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.3% |
| 7D | -2.7% | -11.8% | +9.1% | +0.2% |
| 30D | -13.2% | -43.0% | +29.9% | -0.9% |
| 3M | -25.0% | -28.8% | +3.8% | -19.8% |
| 6M | +23.6% | -66.3% | +89.9% | +57.4% |
| YTD | +49.2% | -51.8% | +101.0% | +68.2% |
| 1Y | +89.3% | -44.7% | +134.0% | +102.8% |
| All | +139.3% | +17.6% | +121.7% | +93.2% |
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