+17.2%
KRMN vs HRB
-7.2%
+24.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.6% | -9.6% | -11.2% |
| 7D | -12.9% | -10.6% | -2.3% | -12.6% |
| 30D | -43.3% | -0.8% | -42.5% | -43.3% |
| 3M | -27.2% | +19.1% | -46.2% | -27.7% |
| 6M | -66.8% | +48.7% | -115.5% | -67.7% |
| YTD | -51.9% | +7.1% | -59.0% | -50.6% |
| 1Y | -43.7% | -8.3% | -35.3% | -41.4% |
| All | +17.2% | -7.2% | +24.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling