+33.0%
KRMN vs ES
+27.3%
+5.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -12.3% | +0.3% | -12.6% | -12.3% |
| 30D | -27.5% | -2.0% | -25.5% | -27.1% |
| 3M | -26.5% | +1.7% | -28.2% | -27.1% |
| 6M | -59.6% | -3.5% | -56.0% | -59.4% |
| YTD | -45.4% | +7.9% | -53.3% | -47.1% |
| 1Y | -25.1% | +17.2% | -42.3% | -32.8% |
| All | +33.0% | +27.3% | +5.7% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling