+17.2%
KRMN vs BIIB
+59.5%
-42.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.8% | -10.4% | -11.2% |
| 7D | -12.9% | -5.4% | -7.5% | -12.7% |
| 30D | -43.3% | +1.7% | -45.1% | -43.3% |
| 3M | -27.2% | +5.8% | -33.0% | -27.4% |
| 6M | -66.8% | +11.9% | -78.7% | -67.0% |
| YTD | -51.9% | +19.7% | -71.6% | -52.4% |
| 1Y | -43.7% | +46.7% | -90.4% | -45.5% |
| All | +17.2% | +59.5% | -42.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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