-39.3%
KRMN vs LUMN
-56.8%
+17.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.0% | -13.4% | -7.1% |
| 7D | +11.1% | -0.8% | +12.0% | +11.3% |
| 30D | +34.7% | -10.8% | +45.5% | +38.6% |
| 3M | -29.4% | -29.1% | -0.3% | -22.9% |
| 6M | -27.8% | -44.5% | +16.6% | -16.2% |
| YTD | -40.0% | -39.4% | -0.6% | -33.2% |
| 1Y | -39.3% | -55.1% | +15.8% | -26.9% |
| All | -39.3% | -56.8% | +17.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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