+35.3%
KRMN vs ES
+30.1%
+5.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -10.9% | +2.7% | -13.6% | -11.0% |
| 30D | +34.9% | +7.6% | +27.3% | +32.5% |
| 3M | -32.8% | +0.5% | -33.3% | -32.8% |
| 6M | -39.6% | +7.6% | -47.2% | -40.9% |
| YTD | -44.4% | +10.2% | -54.7% | -46.4% |
| 1Y | -32.2% | +1.8% | -34.1% | -33.5% |
| All | +35.3% | +30.1% | +5.3% | +16.2% |
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