+17.4%
KRMN vs REPL
-5.7%
+23.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.6% |
| 7D | -11.8% | -14.1% | +2.3% | -11.5% |
| 30D | -43.0% | -15.2% | -27.8% | -42.9% |
| 3M | -28.8% | +49.9% | -78.7% | -29.7% |
| 6M | -66.3% | +63.5% | -129.9% | -67.3% |
| YTD | -51.8% | +32.9% | -84.7% | -52.9% |
| 1Y | -44.7% | +115.0% | -159.7% | -47.7% |
| All | +17.4% | -5.7% | +23.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling