-44.7%
KRMN vs LUMN
+11.9%
-56.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | -11.8% | +2.5% | -14.3% | -12.4% |
| 30D | -43.0% | +10.3% | -53.3% | -44.7% |
| 3M | -28.8% | -18.3% | -10.6% | -25.6% |
| 6M | -66.3% | +4.4% | -70.7% | -67.3% |
| YTD | -51.8% | -10.7% | -41.1% | -51.7% |
| 1Y | -44.7% | +14.0% | -58.7% | -45.4% |
| All | -44.7% | +11.9% | -56.6% | -45.4% |
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