+17.4%
KRMN vs HRB
-7.3%
+24.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -11.8% | -8.0% | -3.7% | -11.5% |
| 30D | -43.0% | -16.0% | -27.1% | -42.7% |
| 3M | -28.8% | +26.9% | -55.7% | -29.7% |
| 6M | -66.3% | +51.1% | -117.5% | -67.4% |
| YTD | -51.8% | +7.1% | -58.8% | -50.5% |
| 1Y | -44.7% | -9.6% | -35.1% | -42.4% |
| All | +17.4% | -7.3% | +24.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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