+33.0%
KRMN vs ALK
-43.1%
+76.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.8% |
| 7D | -12.3% | -0.7% | -11.6% | -12.0% |
| 30D | -27.5% | -19.2% | -8.2% | -22.5% |
| 3M | -26.5% | -1.5% | -25.0% | -26.5% |
| 6M | -59.6% | -13.1% | -46.5% | -58.7% |
| YTD | -45.4% | -16.4% | -28.9% | -43.8% |
| 1Y | -25.1% | -33.1% | +8.0% | -17.7% |
| All | +33.0% | -43.1% | +76.1% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling