-59.7%
KRMN vs FIVE
+63.3%
-122.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.7% | -20.2% | -15.6% |
| 7D | -10.0% | +7.5% | -17.5% | -12.3% |
| 30D | +3.5% | +16.7% | -13.2% | -2.0% |
| 3M | -36.7% | +13.4% | -50.1% | -40.4% |
| 6M | -47.7% | +9.0% | -56.7% | -49.9% |
| YTD | -53.3% | +33.8% | -87.1% | -62.6% |
| 1Y | -59.7% | +61.2% | -120.8% | -74.4% |
| All | -59.7% | +63.3% | -122.9% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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