+55.9%
KRMN vs ADVB
-97.4%
+153.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.3% | -4.4% |
| 7D | +11.1% | -4.1% | +15.2% | +11.1% |
| 30D | +34.7% | -60.3% | +95.0% | +35.0% |
| 3M | -29.4% | -73.3% | +44.0% | -29.0% |
| 6M | -27.8% | -65.9% | +38.1% | -27.7% |
| YTD | -40.0% | -63.9% | +23.9% | -40.4% |
| 1Y | -39.3% | -74.1% | +34.9% | -38.8% |
| All | +55.9% | -97.4% | +153.3% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling