+17.4%
KRMN vs BR
-28.6%
+46.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -11.8% | -3.0% | -8.8% | -10.9% |
| 30D | -43.0% | -0.3% | -42.7% | -43.1% |
| 3M | -28.8% | +17.3% | -46.1% | -33.0% |
| 6M | -66.3% | -6.7% | -59.6% | -64.9% |
| YTD | -51.8% | -23.4% | -28.3% | -43.8% |
| 1Y | -44.7% | -32.7% | -12.0% | -29.0% |
| All | +17.4% | -28.6% | +46.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling