-59.7%
KRMN vs IFF
+44.8%
-104.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.9% | -8.6% | -12.6% |
| 7D | -10.0% | -3.3% | -6.7% | -9.4% |
| 30D | +3.5% | +5.3% | -1.8% | +2.8% |
| 3M | -36.7% | +8.9% | -45.6% | -37.5% |
| 6M | -47.7% | +26.3% | -74.0% | -48.3% |
| YTD | -53.3% | +32.2% | -85.5% | -53.8% |
| 1Y | -59.7% | +45.8% | -105.4% | -58.8% |
| All | -59.7% | +44.8% | -104.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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