+14.4%
KRMN vs BG
+90.6%
-76.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.5% |
| 7D | -15.1% | +3.7% | -18.8% | -15.5% |
| 30D | -44.5% | +12.3% | -56.8% | -45.4% |
| 3M | -25.0% | -2.2% | -22.8% | -24.5% |
| 6M | -66.5% | +5.3% | -71.9% | -66.9% |
| YTD | -53.0% | +42.4% | -95.4% | -55.8% |
| 1Y | -44.7% | +55.2% | -99.9% | -49.0% |
| All | +14.4% | +90.6% | -76.2% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling