+14.4%
KRMN vs BMRN
-0.4%
+14.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -15.1% | -1.4% | -13.7% | -14.8% |
| 30D | -44.5% | -5.8% | -38.7% | -43.6% |
| 3M | -25.0% | +16.6% | -41.7% | -28.0% |
| 6M | -66.5% | +7.6% | -74.1% | -66.9% |
| YTD | -53.0% | +10.2% | -63.2% | -54.0% |
| 1Y | -44.7% | +20.2% | -64.9% | -48.1% |
| All | +14.4% | -0.4% | +14.8% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling