-44.7%
KRMN vs FIVE
+69.1%
-113.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -15.1% | +0.6% | -15.7% | -15.2% |
| 30D | -44.5% | +3.0% | -47.5% | -45.2% |
| 3M | -25.0% | +23.2% | -48.2% | -31.3% |
| 6M | -66.5% | +9.2% | -75.7% | -67.9% |
| YTD | -53.0% | +28.1% | -81.1% | -58.7% |
| 1Y | -44.7% | +65.3% | -110.0% | -56.6% |
| All | -44.7% | +69.1% | -113.8% | -56.6% |
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