-66.5%
KRMN vs BMRN
+7.7%
-74.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | -15.1% | -1.4% | -13.7% | -15.0% |
| 30D | -44.5% | -5.8% | -38.7% | -43.9% |
| 3M | -25.0% | +16.6% | -41.7% | -25.0% |
| 6M | -66.5% | +7.6% | -74.1% | -63.4% |
| All | -66.5% | +7.7% | -74.2% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 6mo: compounded portfolio wealth divided by compounded BMRN 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…
6mo analysis · Full analysis span regression · 6 months rolling