+32.1%
KRMN vs FIVE
+189.6%
-157.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -3.4% | +3.7% | -7.1% | -4.5% |
| 30D | -31.8% | +4.0% | -35.8% | -32.9% |
| 3M | -20.0% | +36.2% | -56.3% | -27.7% |
| 6M | -60.5% | +18.0% | -78.5% | -62.8% |
| YTD | -45.8% | +34.9% | -80.6% | -51.0% |
| 1Y | -36.4% | +67.9% | -104.3% | -46.1% |
| All | +32.1% | +189.6% | -157.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling