+33.0%
KRMN vs M
+67.9%
-34.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | -12.3% | +4.7% | -17.0% | -13.0% |
| 30D | -27.5% | -9.6% | -17.8% | -26.2% |
| 3M | -26.5% | +0.9% | -27.3% | -26.8% |
| 6M | -59.6% | +22.3% | -81.8% | -61.0% |
| YTD | -45.4% | +6.5% | -51.9% | -46.4% |
| 1Y | -25.1% | +38.8% | -63.9% | -30.0% |
| All | +33.0% | +67.9% | -34.8% | +13.5% |
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