-59.7%
KRMN vs IAG
+56.5%
-116.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +10.2% | -23.7% | -16.5% |
| 7D | -10.0% | +1.1% | -11.1% | -10.8% |
| 30D | +3.5% | -5.3% | +8.7% | +4.9% |
| 3M | -36.7% | +18.0% | -54.8% | -41.8% |
| 6M | -47.7% | +7.1% | -54.8% | -50.6% |
| YTD | -53.3% | +5.9% | -59.2% | -55.7% |
| 1Y | -59.7% | +59.4% | -119.1% | -66.9% |
| All | -59.7% | +56.5% | -116.2% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling