+33.0%
KRMN vs FIVE
+187.4%
-154.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.8% |
| 7D | -12.3% | +4.3% | -16.5% | -13.4% |
| 30D | -27.5% | +12.5% | -40.0% | -30.3% |
| 3M | -26.5% | +31.2% | -57.7% | -32.8% |
| 6M | -59.6% | +14.4% | -73.9% | -61.6% |
| YTD | -45.4% | +33.9% | -79.3% | -50.5% |
| 1Y | -25.1% | +65.1% | -90.2% | -36.2% |
| All | +33.0% | +187.4% | -154.4% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling