+17.4%
KRMN vs MSTZ
-75.6%
+93.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.3% | +2.2% |
| 7D | -11.8% | +17.0% | -28.8% | -10.1% |
| 30D | -43.0% | -61.8% | +18.8% | -48.0% |
| 3M | -28.8% | -54.6% | +25.7% | -31.8% |
| 6M | -66.3% | -59.3% | -7.1% | -67.4% |
| YTD | -51.8% | -74.6% | +22.8% | -53.0% |
| 1Y | -44.7% | -18.8% | -25.9% | -35.6% |
| All | +17.4% | -75.6% | +93.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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