+17.4%
KRMN vs EFV
+56.3%
-38.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +0.9% |
| 7D | -11.8% | -0.8% | -10.9% | -10.5% |
| 30D | -43.0% | +0.6% | -43.6% | -43.5% |
| 3M | -28.8% | +7.5% | -36.4% | -36.0% |
| 6M | -66.3% | +13.0% | -79.4% | -71.5% |
| YTD | -51.8% | +18.3% | -70.1% | -62.1% |
| 1Y | -44.7% | +26.7% | -71.4% | -60.4% |
| All | +17.4% | +56.3% | -38.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling