+32.1%
KRMN vs ALK
-44.9%
+76.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -31.8% | -18.5% | -13.4% | -27.4% |
| 3M | -20.0% | -3.6% | -16.5% | -19.5% |
| 6M | -60.5% | -3.7% | -56.8% | -60.6% |
| YTD | -45.8% | -19.0% | -26.8% | -43.7% |
| 1Y | -36.4% | -36.0% | -0.3% | -29.1% |
| All | +32.1% | -44.9% | +76.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling