+17.4%
KRMN vs FDS
-41.7%
+59.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -11.8% | -14.0% | +2.2% | -10.5% |
| 30D | -43.0% | -6.2% | -36.8% | -42.7% |
| 3M | -28.8% | +10.2% | -39.0% | -30.0% |
| 6M | -66.3% | +27.4% | -93.8% | -68.4% |
| YTD | -51.8% | -9.3% | -42.5% | -51.0% |
| 1Y | -44.7% | -28.6% | -16.1% | -33.5% |
| All | +17.4% | -41.7% | +59.1% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling