+35.3%
KRMN vs FIVE
+181.1%
-145.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -10.9% | +2.7% | -13.5% | -11.5% |
| 30D | +34.9% | +12.7% | +22.2% | +30.0% |
| 3M | -32.8% | +2.1% | -34.8% | -33.6% |
| 6M | -39.6% | +17.5% | -57.0% | -43.6% |
| YTD | -44.4% | +31.0% | -75.4% | -49.5% |
| 1Y | -32.2% | +67.7% | -100.0% | -42.6% |
| All | +35.3% | +181.1% | -145.8% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling