-59.7%
KRMN vs DVA
+62.2%
-121.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.8% | -19.3% | -13.4% |
| 7D | -10.0% | +4.7% | -14.8% | -9.9% |
| 30D | +3.5% | +7.8% | -4.3% | +3.6% |
| 3M | -36.7% | -15.5% | -21.2% | -37.2% |
| 6M | -47.7% | +25.0% | -72.7% | -47.6% |
| YTD | -53.3% | +69.6% | -122.9% | -56.0% |
| 1Y | -59.7% | +60.6% | -120.2% | -62.6% |
| All | -59.7% | +62.2% | -121.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling