+17.4%
KRMN vs IFF
+1.7%
+15.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -11.8% | -3.2% | -8.6% | -10.9% |
| 30D | -43.0% | -0.3% | -42.7% | -43.0% |
| 3M | -28.8% | +8.4% | -37.3% | -30.4% |
| 6M | -66.3% | +23.0% | -89.4% | -67.9% |
| YTD | -51.8% | +25.5% | -77.2% | -55.3% |
| 1Y | -44.7% | +29.1% | -73.8% | -49.2% |
| All | +17.4% | +1.7% | +15.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling