+17.2%
KRMN vs ALK
-45.4%
+62.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.9% | -10.3% | -11.0% |
| 7D | -12.9% | -3.0% | -9.9% | -12.0% |
| 30D | -43.3% | -14.6% | -28.7% | -40.4% |
| 3M | -27.2% | -10.6% | -16.6% | -24.9% |
| 6M | -66.8% | -6.7% | -60.1% | -66.6% |
| YTD | -51.9% | -19.8% | -32.1% | -49.8% |
| 1Y | -43.7% | -35.2% | -8.5% | -37.5% |
| All | +17.2% | -45.4% | +62.6% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling