+14.4%
KRMN vs DVA
+4.9%
+9.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.4% |
| 7D | -15.1% | -0.2% | -14.9% | -15.1% |
| 30D | -44.5% | +1.7% | -46.2% | -44.5% |
| 3M | -25.0% | -8.7% | -16.4% | -25.3% |
| 6M | -66.5% | +19.7% | -86.2% | -66.8% |
| YTD | -53.0% | +59.6% | -112.6% | -55.5% |
| 1Y | -44.7% | +37.1% | -81.8% | -46.8% |
| All | +14.4% | +4.9% | +9.5% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling