+17.4%
KRMN vs AEE
+13.1%
+4.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -11.8% | -0.8% | -11.0% | -11.4% |
| 30D | -43.0% | -2.9% | -40.1% | -42.1% |
| 3M | -28.8% | -2.4% | -26.4% | -28.6% |
| 6M | -66.3% | -2.7% | -63.6% | -66.4% |
| YTD | -51.8% | +7.3% | -59.0% | -56.3% |
| 1Y | -44.7% | +7.5% | -52.3% | -50.7% |
| All | +17.4% | +13.1% | +4.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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