+14.4%
KRMN vs ALM
+418.6%
-404.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.2% | -0.5% |
| 7D | -15.1% | -7.1% | -8.0% | -14.0% |
| 30D | -44.5% | +24.7% | -69.2% | -47.0% |
| 3M | -25.0% | +8.3% | -33.3% | -27.2% |
| 6M | -66.5% | -22.2% | -44.4% | -66.1% |
| YTD | -53.0% | +88.1% | -141.1% | -57.6% |
| 1Y | -44.7% | +272.4% | -317.1% | -54.3% |
| All | +14.4% | +418.6% | -404.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling