-25.1%
KRMN vs EFV
+30.7%
-55.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.1% |
| 7D | -12.3% | +1.5% | -13.8% | -14.4% |
| 30D | -27.5% | +1.7% | -29.2% | -29.6% |
| 3M | -26.5% | +8.6% | -35.1% | -35.5% |
| 6M | -59.6% | +11.7% | -71.2% | -66.1% |
| YTD | -45.4% | +19.3% | -64.6% | -59.4% |
| 1Y | -25.1% | +30.2% | -55.3% | -49.0% |
| All | -25.1% | +30.7% | -55.8% | -49.0% |
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