-59.7%
KRMN vs LH
+44.2%
-103.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.9% | -17.4% | -15.4% |
| 7D | -10.0% | +2.1% | -12.1% | -11.0% |
| 30D | +3.5% | +19.2% | -15.7% | -6.5% |
| 3M | -36.7% | +18.0% | -54.7% | -42.3% |
| 6M | -47.7% | +46.1% | -93.8% | -56.6% |
| YTD | -53.3% | +47.7% | -101.0% | -62.3% |
| 1Y | -59.7% | +47.2% | -106.9% | -67.3% |
| All | -59.7% | +44.2% | -103.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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