+17.4%
KRMN vs MTCH
+29.1%
-11.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -11.8% | +1.3% | -13.0% | -12.0% |
| 30D | -43.0% | +15.9% | -58.9% | -45.1% |
| 3M | -28.8% | +23.3% | -52.1% | -32.8% |
| 6M | -66.3% | +40.1% | -106.5% | -69.1% |
| YTD | -51.8% | +33.6% | -85.4% | -55.0% |
| 1Y | -44.7% | +14.1% | -58.8% | -45.9% |
| All | +17.4% | +29.1% | -11.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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