-59.7%
KRMN vs BG
+7.2%
-66.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.4% | -15.9% | -13.4% |
| 7D | -10.0% | -3.8% | -6.3% | -10.0% |
| 30D | +3.5% | -9.6% | +13.1% | +3.7% |
| 3M | -36.7% | -8.5% | -28.2% | -37.0% |
| 6M | -47.7% | -23.0% | -24.6% | -46.2% |
| YTD | -53.3% | +10.9% | -64.2% | -57.5% |
| 1Y | -59.7% | +6.0% | -65.6% | -64.4% |
| All | -59.7% | +7.2% | -66.9% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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