+14.4%
KRMN vs IAG
+204.4%
-190.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.6% |
| 7D | -15.1% | -4.1% | -11.1% | -14.0% |
| 30D | -44.5% | +10.6% | -55.1% | -46.8% |
| 3M | -25.0% | +35.4% | -60.4% | -33.4% |
| 6M | -66.5% | -9.5% | -57.0% | -66.5% |
| YTD | -53.0% | +21.8% | -74.8% | -57.6% |
| 1Y | -44.7% | +84.1% | -128.9% | -56.8% |
| All | +14.4% | +204.4% | -190.0% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling