+17.2%
KRMN vs FIVE
+181.7%
-164.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.7% | -8.5% | -10.4% |
| 7D | -12.9% | +1.7% | -14.5% | -13.3% |
| 30D | -43.3% | +5.0% | -48.3% | -44.3% |
| 3M | -27.2% | +29.5% | -56.7% | -33.1% |
| 6M | -66.8% | +12.4% | -79.2% | -68.2% |
| YTD | -51.9% | +31.2% | -83.1% | -56.1% |
| 1Y | -43.7% | +72.9% | -116.5% | -52.5% |
| All | +17.2% | +181.7% | -164.4% | -17.5% |
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