+48.7%
KRMN vs ES
+27.9%
+20.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +30.8% | +0.1% | +30.7% | +30.3% |
| 30D | +40.2% | +6.7% | +33.5% | +37.6% |
| 3M | -27.8% | +0.3% | -28.2% | -28.1% |
| 6M | -24.0% | +7.4% | -31.4% | -25.9% |
| YTD | -38.9% | +8.4% | -47.3% | -41.1% |
| 1Y | -35.6% | +0.6% | -36.2% | -37.0% |
| All | +48.7% | +27.9% | +20.8% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling