-66.3%
KRMN vs MKTX
-9.4%
-57.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -11.8% | -0.2% | -11.5% | -11.7% |
| 30D | -43.0% | +0.7% | -43.7% | -43.1% |
| 3M | -28.8% | +40.8% | -69.6% | -32.4% |
| 6M | -66.3% | -8.0% | -58.4% | -66.8% |
| All | -66.3% | -9.4% | -57.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 6mo: compounded portfolio wealth divided by compounded MKTX 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…
6mo analysis · Full analysis span regression · 6 months rolling