+20.5%
KRE vs KRMN
+17.6%
+2.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -1.8% | -11.8% | +9.9% | -0.7% |
| 30D | -4.5% | -43.0% | +38.5% | +0.4% |
| 3M | +2.7% | -28.8% | +31.6% | +5.4% |
| 6M | +16.9% | -66.3% | +83.2% | +28.6% |
| YTD | +15.4% | -51.8% | +67.1% | +19.5% |
| 1Y | +16.1% | -44.7% | +60.8% | +16.5% |
| All | +20.5% | +17.6% | +2.9% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling