-59.8%
KRMN vs NTRS
+37.4%
-97.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -2.0% |
| 7D | -23.0% | -0.9% | -22.1% | -22.7% |
| 30D | -3.6% | +1.1% | -4.7% | -5.2% |
| 3M | -41.8% | -6.6% | -35.2% | -37.6% |
| 6M | -49.0% | +7.1% | -56.0% | -53.4% |
| YTD | -56.1% | +27.4% | -83.5% | -69.8% |
| 1Y | -59.8% | +36.5% | -96.3% | -75.2% |
| All | -59.8% | +37.4% | -97.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling