+17.4%
KRMN vs BOXX
+6.6%
+10.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +1.9% |
| 7D | -11.8% | +0.1% | -11.8% | -12.4% |
| 30D | -43.0% | +0.3% | -43.3% | -45.4% |
| 3M | -28.8% | +1.0% | -29.9% | -38.5% |
| 6M | -66.3% | +1.9% | -68.3% | -75.6% |
| YTD | -51.8% | +2.7% | -54.5% | -72.3% |
| 1Y | -44.7% | +4.0% | -48.7% | -77.4% |
| All | +17.4% | +6.6% | +10.9% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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