+17.4%
KRMN vs LH
+30.9%
-13.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.0% |
| 7D | -11.8% | -4.7% | -7.1% | -9.9% |
| 30D | -43.0% | -3.5% | -39.5% | -42.2% |
| 3M | -28.8% | +17.7% | -46.5% | -33.1% |
| 6M | -66.3% | +15.8% | -82.1% | -68.2% |
| YTD | -51.8% | +25.1% | -76.9% | -56.1% |
| 1Y | -44.7% | +12.5% | -57.2% | -47.7% |
| All | +17.4% | +30.9% | -13.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling