+32.1%
KRMN vs M
+63.5%
-31.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -3.4% | +2.4% | -5.8% | -3.9% |
| 30D | -31.8% | -11.6% | -20.2% | -30.3% |
| 3M | -20.0% | +1.6% | -21.7% | -20.5% |
| 6M | -60.5% | +25.2% | -85.7% | -62.0% |
| YTD | -45.8% | +3.8% | -49.5% | -46.5% |
| 1Y | -36.4% | +36.3% | -72.7% | -40.3% |
| All | +32.1% | +63.5% | -31.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling