+17.2%
KRMN vs REPL
+5.5%
+11.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.2% | -9.1% | -11.2% |
| 7D | -12.9% | -9.6% | -3.3% | -12.7% |
| 30D | -43.3% | +5.7% | -49.0% | -43.4% |
| 3M | -27.2% | +56.4% | -83.6% | -28.2% |
| 6M | -66.8% | +67.4% | -134.2% | -67.6% |
| YTD | -51.9% | +48.7% | -100.5% | -53.0% |
| 1Y | -43.7% | +148.3% | -191.9% | -46.8% |
| All | +17.2% | +5.5% | +11.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling