+32.1%
KRMN vs EXEL
+75.2%
-43.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.8% |
| 30D | -31.8% | +6.7% | -38.5% | -33.2% |
| 3M | -20.0% | +11.5% | -31.5% | -22.8% |
| 6M | -60.5% | +38.8% | -99.3% | -64.2% |
| YTD | -45.8% | +31.6% | -77.3% | -50.5% |
| 1Y | -36.4% | +53.0% | -89.4% | -44.8% |
| All | +32.1% | +75.2% | -43.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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