+40.9%
KRMN vs ADVB
-88.8%
+129.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | -3.4% | -14.0% | +10.6% | -3.3% |
| 30D | -31.8% | +41.0% | -72.8% | -32.0% |
| 3M | -20.0% | +127.9% | -148.0% | -21.6% |
| 6M | -60.5% | +101.3% | -161.9% | -61.7% |
| YTD | -45.8% | +53.8% | -99.5% | -46.4% |
| 1Y | -36.4% | +4.4% | -40.8% | -36.7% |
| All | +40.9% | -88.8% | +129.7% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling