+17.2%
KRMN vs AEIS
+147.5%
-130.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.1% | -10.2% | -10.9% |
| 7D | -12.9% | +6.5% | -19.3% | -14.6% |
| 30D | -43.3% | -9.2% | -34.2% | -41.7% |
| 3M | -27.2% | -8.3% | -18.8% | -27.5% |
| 6M | -66.8% | -6.3% | -60.5% | -67.3% |
| YTD | -51.9% | +36.5% | -88.4% | -59.0% |
| 1Y | -43.7% | +84.8% | -128.4% | -57.0% |
| All | +17.2% | +147.5% | -130.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling