+25.1%
KRMN vs ADVB
-89.4%
+114.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -5.3% | -5.9% | -11.2% |
| 7D | -12.9% | -13.0% | +0.1% | -12.8% |
| 30D | -43.3% | +7.5% | -50.8% | -43.4% |
| 3M | -27.2% | +129.1% | -156.3% | -28.7% |
| 6M | -66.8% | +71.7% | -138.5% | -67.5% |
| YTD | -51.9% | +45.5% | -97.4% | -52.4% |
| 1Y | -43.7% | -2.7% | -40.9% | -43.8% |
| All | +25.1% | -89.4% | +114.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling