+17.2%
KRMN vs ES
+26.2%
-9.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.5% | -9.8% | -10.9% |
| 7D | -12.9% | 0.0% | -12.9% | -12.8% |
| 30D | -43.3% | -1.0% | -42.3% | -43.2% |
| 3M | -27.2% | +1.5% | -28.7% | -27.7% |
| 6M | -66.8% | -3.5% | -63.3% | -66.6% |
| YTD | -51.9% | +7.0% | -58.8% | -53.3% |
| 1Y | -43.7% | +15.3% | -59.0% | -49.1% |
| All | +17.2% | +26.2% | -9.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling