+17.2%
KRMN vs MSTZ
-76.2%
+93.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +5.5% | -16.7% | -10.7% |
| 7D | -12.9% | -23.6% | +10.7% | -14.6% |
| 30D | -43.3% | -60.7% | +17.4% | -48.1% |
| 3M | -27.2% | -58.3% | +31.1% | -30.9% |
| 6M | -66.8% | -60.0% | -6.8% | -67.9% |
| YTD | -51.9% | -75.2% | +23.4% | -53.2% |
| 1Y | -43.7% | -19.9% | -23.8% | -34.5% |
| All | +17.2% | -76.2% | +93.4% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling