+17.2%
KRMN vs MTB
+26.8%
-9.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.2% | -11.1% | -11.1% |
| 7D | -12.9% | +1.1% | -13.9% | -13.4% |
| 30D | -43.3% | -4.6% | -38.7% | -41.6% |
| 3M | -27.2% | +6.3% | -33.4% | -29.8% |
| 6M | -66.8% | +15.6% | -82.4% | -69.5% |
| YTD | -51.9% | +20.6% | -72.4% | -57.3% |
| 1Y | -43.7% | +22.5% | -66.2% | -50.3% |
| All | +17.2% | +26.8% | -9.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling