+17.4%
KRMN vs NTRS
+79.1%
-61.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.7% |
| 7D | -11.8% | +1.4% | -13.1% | -12.7% |
| 30D | -43.0% | -0.7% | -42.4% | -42.7% |
| 3M | -28.8% | +11.3% | -40.2% | -34.7% |
| 6M | -66.3% | +35.5% | -101.9% | -73.4% |
| YTD | -51.8% | +40.6% | -92.4% | -62.6% |
| 1Y | -44.7% | +49.2% | -93.9% | -58.6% |
| All | +17.4% | +79.1% | -61.7% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling