+32.1%
KRMN vs ALM
+498.4%
-466.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -2.4% |
| 7D | -3.4% | +8.4% | -11.8% | -4.9% |
| 30D | -31.8% | +34.8% | -66.7% | -36.0% |
| 3M | -20.0% | +16.2% | -36.3% | -23.5% |
| 6M | -60.5% | +2.1% | -62.7% | -61.8% |
| YTD | -45.8% | +117.0% | -162.8% | -52.3% |
| 1Y | -36.4% | +313.9% | -350.2% | -48.6% |
| All | +32.1% | +498.4% | -466.4% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling