-59.7%
KRMN vs FDS
+31.1%
-90.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.9% | -16.4% | -13.4% |
| 7D | -10.0% | +9.4% | -19.5% | -9.9% |
| 30D | +3.5% | +23.8% | -20.3% | +3.8% |
| 3M | -36.7% | +25.1% | -61.8% | -36.5% |
| 6M | -47.7% | +53.8% | -101.5% | -47.9% |
| YTD | -53.3% | +19.6% | -72.9% | -56.7% |
| 1Y | -59.7% | +31.6% | -91.3% | -60.5% |
| All | -59.7% | +31.1% | -90.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling