-59.7%
KRMN vs M
+36.6%
-96.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.6% | -21.1% | -15.1% |
| 7D | -10.0% | +8.3% | -18.3% | -11.7% |
| 30D | +3.5% | +14.2% | -10.7% | +0.2% |
| 3M | -36.7% | -1.1% | -35.6% | -37.2% |
| 6M | -47.7% | +36.6% | -84.3% | -50.6% |
| YTD | -53.3% | +19.8% | -73.1% | -55.9% |
| 1Y | -59.7% | +37.2% | -96.8% | -64.0% |
| All | -59.7% | +36.6% | -96.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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