+17.4%
KRMN vs MTB
+27.8%
-10.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | -11.8% | 0.0% | -11.8% | -11.7% |
| 30D | -43.0% | -4.8% | -38.2% | -41.2% |
| 3M | -28.8% | +6.0% | -34.8% | -31.3% |
| 6M | -66.3% | +19.6% | -86.0% | -69.7% |
| YTD | -51.8% | +21.5% | -73.3% | -57.4% |
| 1Y | -44.7% | +24.7% | -69.4% | -51.8% |
| All | +17.4% | +27.8% | -10.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling