+14.4%
KRMN vs RBA
-13.7%
+28.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -15.1% | -3.3% | -11.8% | -13.9% |
| 30D | -44.5% | -9.8% | -34.7% | -42.0% |
| 3M | -25.0% | -23.5% | -1.6% | -17.8% |
| 6M | -66.5% | -21.5% | -45.0% | -64.1% |
| YTD | -53.0% | -21.2% | -31.8% | -50.1% |
| 1Y | -44.7% | -30.2% | -14.5% | -35.6% |
| All | +14.4% | -13.7% | +28.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling