+17.4%
KRMN vs NTR
+62.1%
-44.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -11.8% | -1.3% | -10.5% | -11.7% |
| 30D | -43.0% | +16.8% | -59.8% | -43.7% |
| 3M | -28.8% | +20.7% | -49.6% | -30.3% |
| 6M | -66.3% | +0.5% | -66.9% | -66.5% |
| YTD | -51.8% | +29.2% | -81.0% | -53.3% |
| 1Y | -44.7% | +39.6% | -84.3% | -46.7% |
| All | +17.4% | +62.1% | -44.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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