-66.3%
KRMN vs ALLY
+14.3%
-80.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.8% |
| 7D | -11.8% | -3.8% | -8.0% | -9.4% |
| 30D | -43.0% | -4.9% | -38.1% | -41.0% |
| 3M | -28.8% | -2.6% | -26.2% | -28.3% |
| 6M | -66.3% | +15.7% | -82.1% | -72.0% |
| All | -66.3% | +14.3% | -80.7% | -72.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling