+17.2%
KRMN vs JAAA
+7.7%
+9.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | 0.0% | -11.3% | -11.4% |
| 7D | -12.9% | +0.1% | -13.0% | -13.5% |
| 30D | -43.3% | +0.5% | -43.8% | -45.3% |
| 3M | -27.2% | +1.2% | -28.4% | -33.6% |
| 6M | -66.8% | +2.7% | -69.5% | -72.7% |
| YTD | -51.9% | +3.2% | -55.1% | -61.8% |
| 1Y | -43.7% | +4.8% | -48.5% | -59.9% |
| All | +17.2% | +7.7% | +9.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling