+14.4%
KRMN vs KIM
+13.6%
+0.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -15.1% | -1.5% | -13.6% | -14.8% |
| 30D | -44.5% | -1.7% | -42.8% | -44.2% |
| 3M | -25.0% | -7.1% | -17.9% | -23.9% |
| 6M | -66.5% | +2.9% | -69.4% | -67.4% |
| YTD | -53.0% | +18.8% | -71.8% | -57.6% |
| 1Y | -44.7% | +9.4% | -54.2% | -47.5% |
| All | +14.4% | +13.6% | +0.9% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling