+32.1%
KRMN vs ALLY
+18.7%
+13.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +1.1% |
| 7D | -3.4% | +1.0% | -4.4% | -4.0% |
| 30D | -31.8% | -3.3% | -28.5% | -30.6% |
| 3M | -20.0% | +0.5% | -20.5% | -20.3% |
| 6M | -60.5% | +12.6% | -73.1% | -62.9% |
| YTD | -45.8% | -4.7% | -41.1% | -44.6% |
| 1Y | -36.4% | +5.2% | -41.6% | -38.2% |
| All | +32.1% | +18.7% | +13.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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