+14.4%
KRMN vs ALK
-45.7%
+60.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | -15.1% | -3.1% | -12.0% | -14.2% |
| 30D | -44.5% | -17.1% | -27.4% | -41.1% |
| 3M | -25.0% | -3.8% | -21.3% | -24.4% |
| 6M | -66.5% | -5.3% | -61.3% | -66.4% |
| YTD | -53.0% | -20.3% | -32.7% | -50.9% |
| 1Y | -44.7% | -36.0% | -8.8% | -38.4% |
| All | +14.4% | -45.7% | +60.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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