+17.4%
KRMN vs DTE
+12.5%
+4.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.3% |
| 7D | -11.8% | -2.6% | -9.2% | -10.5% |
| 30D | -43.0% | -4.4% | -38.6% | -41.6% |
| 3M | -28.8% | -8.3% | -20.5% | -26.2% |
| 6M | -66.3% | -8.1% | -58.3% | -65.2% |
| YTD | -51.8% | +4.4% | -56.2% | -55.9% |
| 1Y | -44.7% | +0.2% | -44.9% | -47.5% |
| All | +17.4% | +12.5% | +4.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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