+17.2%
KRMN vs M
+56.6%
-39.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.2% | -7.1% | -10.4% |
| 7D | -12.9% | -4.1% | -8.8% | -12.1% |
| 30D | -43.3% | -13.6% | -29.7% | -41.7% |
| 3M | -27.2% | -2.3% | -24.9% | -27.0% |
| 6M | -66.8% | +21.9% | -88.7% | -67.8% |
| YTD | -51.9% | -0.6% | -51.3% | -52.1% |
| 1Y | -43.7% | +29.7% | -73.4% | -46.6% |
| All | +17.2% | +56.6% | -39.4% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling