-7.5%
KR vs KRMN
+17.6%
-25.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.8% |
| 7D | -0.2% | -11.8% | +11.6% | -0.7% |
| 30D | +5.1% | -43.0% | +48.1% | +2.6% |
| 3M | -8.2% | -28.8% | +20.7% | -9.2% |
| 6M | -18.0% | -66.3% | +48.4% | -21.7% |
| YTD | -4.8% | -51.8% | +47.0% | -7.2% |
| 1Y | -11.0% | -44.7% | +33.7% | -12.6% |
| All | -7.5% | +17.6% | -25.1% | -6.3% |
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