-66.8%
KRMN vs RBA
-23.1%
-43.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.7% | -10.6% | -11.2% |
| 7D | -12.9% | -1.9% | -11.0% | -12.8% |
| 30D | -43.3% | -13.0% | -30.4% | -42.7% |
| 3M | -27.2% | -23.1% | -4.1% | -27.7% |
| 6M | -66.8% | -22.6% | -44.2% | -66.9% |
| All | -66.8% | -23.1% | -43.7% | -66.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling