+17.4%
KRMN vs BB
+28.3%
-10.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | -11.8% | -0.4% | -11.4% | -11.6% |
| 30D | -43.0% | -12.5% | -30.5% | -41.3% |
| 3M | -28.8% | -17.4% | -11.4% | -26.8% |
| 6M | -66.3% | +119.1% | -185.5% | -74.3% |
| YTD | -51.8% | +102.4% | -154.2% | -62.2% |
| 1Y | -44.7% | +98.2% | -142.9% | -57.1% |
| All | +17.4% | +28.3% | -10.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling