+32.1%
KRMN vs FDS
-35.1%
+67.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | -3.4% | -5.4% | +2.0% | -3.0% |
| 30D | -31.8% | +1.6% | -33.4% | -32.0% |
| 3M | -20.0% | +17.7% | -37.8% | -21.9% |
| 6M | -60.5% | +29.1% | -89.6% | -62.3% |
| YTD | -45.8% | +1.0% | -46.7% | -45.4% |
| 1Y | -36.4% | -21.6% | -14.7% | -23.4% |
| All | +32.1% | -35.1% | +67.2% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling