+33.0%
KRMN vs RBA
-10.5%
+43.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -12.3% | -2.9% | -9.3% | -11.1% |
| 30D | -27.5% | -12.3% | -15.2% | -23.3% |
| 3M | -26.5% | -20.5% | -6.0% | -20.7% |
| 6M | -59.6% | -18.5% | -41.0% | -57.3% |
| YTD | -45.4% | -18.2% | -27.1% | -42.9% |
| 1Y | -25.1% | -27.5% | +2.4% | -14.3% |
| All | +33.0% | -10.5% | +43.6% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling