-59.7%
KRMN vs JAAA
+4.8%
-64.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -10.0% | +0.2% | -10.2% | -11.3% |
| 30D | +3.5% | +0.4% | +3.1% | -0.7% |
| 3M | -36.7% | +1.2% | -37.9% | -43.3% |
| 6M | -47.7% | +2.3% | -50.0% | -57.5% |
| YTD | -53.3% | +3.9% | -57.2% | -64.5% |
| 1Y | -59.7% | +4.8% | -64.5% | -72.1% |
| All | -59.7% | +4.8% | -64.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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