-12.4%
KR vs FRMI
-78.6%
+66.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.8% |
| 7D | -2.7% | +10.9% | -13.6% | -2.4% |
| 30D | +1.9% | -24.3% | +26.2% | +1.4% |
| 3M | -11.0% | -21.8% | +10.7% | -11.5% |
| 6M | -20.2% | -33.0% | +12.8% | -20.5% |
| YTD | -7.3% | -32.6% | +25.3% | -7.7% |
| All | -12.4% | -78.6% | +66.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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