+35.3%
KRMN vs M
+81.4%
-46.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -10.9% | +7.0% | -17.9% | -11.7% |
| 30D | +34.9% | +8.9% | +26.0% | +32.3% |
| 3M | -32.8% | +4.5% | -37.3% | -33.7% |
| 6M | -39.6% | +36.2% | -75.8% | -43.0% |
| YTD | -44.4% | +15.1% | -59.6% | -46.5% |
| 1Y | -32.2% | +27.4% | -59.7% | -36.1% |
| All | +35.3% | +81.4% | -46.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling