-59.7%
KRMN vs EFV
+25.8%
-85.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.1% | -16.7% | -18.0% |
| 7D | -10.0% | +2.9% | -12.9% | -14.2% |
| 30D | +3.5% | +3.6% | -0.1% | -2.3% |
| 3M | -36.7% | -0.1% | -36.6% | -36.7% |
| 6M | -47.7% | +9.6% | -57.3% | -54.7% |
| YTD | -53.3% | +17.0% | -70.3% | -65.5% |
| 1Y | -59.7% | +25.7% | -85.3% | -72.9% |
| All | -59.7% | +25.8% | -85.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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