+17.2%
KRMN vs EFV
+55.1%
-37.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.9% | -10.4% | -9.9% |
| 7D | -12.9% | -0.5% | -12.4% | -12.1% |
| 30D | -43.3% | 0.0% | -43.4% | -43.3% |
| 3M | -27.2% | +8.4% | -35.6% | -35.2% |
| 6M | -66.8% | +12.3% | -79.1% | -71.7% |
| YTD | -51.9% | +17.4% | -69.3% | -61.8% |
| 1Y | -43.7% | +27.1% | -70.8% | -59.7% |
| All | +17.2% | +55.1% | -37.9% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling