-32.2%
KRMN vs ALK
-10.2%
-22.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -10.9% | -1.2% | -9.7% | -10.4% |
| 30D | +34.9% | +7.7% | +27.2% | +30.6% |
| 3M | -32.8% | -19.0% | -13.8% | -27.5% |
| 6M | -39.6% | -0.2% | -39.4% | -40.2% |
| YTD | -44.4% | -23.5% | -20.9% | -41.7% |
| 1Y | -32.2% | -9.1% | -23.1% | -35.3% |
| All | -32.2% | -10.2% | -22.0% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling