-59.7%
KRMN vs ALM
+44.8%
-104.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.2% | -14.7% | -13.8% |
| 7D | -10.0% | -6.4% | -3.6% | -8.5% |
| 30D | +3.5% | -35.0% | +38.5% | +15.5% |
| 3M | -36.7% | -33.8% | -2.9% | -31.3% |
| 6M | -47.7% | -55.0% | +7.3% | -37.9% |
| YTD | -53.3% | -0.2% | -53.1% | -54.6% |
| 1Y | -59.7% | +41.8% | -101.4% | -62.9% |
| All | -59.7% | +44.8% | -104.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling