+33.0%
KRMN vs ALLY
+22.7%
+10.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -12.3% | +3.7% | -15.9% | -14.0% |
| 30D | -27.5% | -2.3% | -25.2% | -26.6% |
| 3M | -26.5% | +3.8% | -30.3% | -28.0% |
| 6M | -59.6% | +9.7% | -69.3% | -61.6% |
| YTD | -45.4% | -1.4% | -43.9% | -45.2% |
| 1Y | -25.1% | +8.2% | -33.3% | -28.4% |
| All | +33.0% | +22.7% | +10.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling