-66.3%
KRMN vs DTE
-8.7%
-57.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.5% |
| 7D | -11.8% | -2.6% | -9.2% | -11.8% |
| 30D | -43.0% | -4.4% | -38.6% | -43.1% |
| 3M | -28.8% | -8.3% | -20.5% | -29.9% |
| 6M | -66.3% | -8.1% | -58.3% | -66.8% |
| All | -66.3% | -8.7% | -57.6% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling