+17.4%
KRMN vs BG
+87.3%
-69.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.8% |
| 7D | -11.8% | +3.1% | -14.9% | -12.1% |
| 30D | -43.0% | +10.2% | -53.2% | -43.8% |
| 3M | -28.8% | -1.7% | -27.2% | -28.5% |
| 6M | -66.3% | +1.0% | -67.3% | -66.4% |
| YTD | -51.8% | +39.9% | -91.7% | -54.6% |
| 1Y | -44.7% | +53.2% | -97.9% | -48.9% |
| All | +17.4% | +87.3% | -69.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling