-59.7%
KRMN vs KIM
+33.1%
-92.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.6% | -17.1% | -12.6% |
| 7D | -10.0% | +10.6% | -20.6% | -8.4% |
| 30D | +3.5% | +17.5% | -14.0% | +7.1% |
| 3M | -36.7% | +4.7% | -41.4% | -37.6% |
| 6M | -47.7% | +13.1% | -60.8% | -47.6% |
| YTD | -53.3% | +32.1% | -85.4% | -50.5% |
| 1Y | -59.7% | +32.7% | -92.3% | -57.4% |
| All | -59.7% | +33.1% | -92.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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