-44.7%
KRMN vs ALM
+247.3%
-292.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +4.2% |
| 7D | -11.8% | -11.8% | +0.1% | -9.1% |
| 30D | -43.0% | +7.8% | -50.8% | -44.6% |
| 3M | -28.8% | -9.3% | -19.6% | -28.7% |
| 6M | -66.3% | -30.5% | -35.9% | -65.2% |
| YTD | -51.8% | +75.8% | -127.6% | -56.9% |
| 1Y | -44.7% | +241.2% | -285.9% | -56.5% |
| All | -44.7% | +247.3% | -292.0% | -56.5% |
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