+35.3%
KRMN vs RBA
+1.9%
+33.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -10.9% | +1.7% | -12.6% | -11.4% |
| 30D | +34.9% | +8.3% | +26.6% | +29.7% |
| 3M | -32.8% | +10.5% | -43.3% | -36.0% |
| 6M | -39.6% | -5.9% | -33.7% | -40.1% |
| YTD | -44.4% | -6.9% | -37.6% | -45.4% |
| 1Y | -32.2% | -4.9% | -27.4% | -34.2% |
| All | +35.3% | +1.9% | +33.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling