-59.7%
KRMN vs RL
+34.3%
-94.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.5% | -18.0% | -15.5% |
| 7D | -10.0% | +5.8% | -15.8% | -12.5% |
| 30D | +3.5% | +12.7% | -9.2% | -2.2% |
| 3M | -36.7% | +9.3% | -46.1% | -39.4% |
| 6M | -47.7% | +16.9% | -64.6% | -51.1% |
| YTD | -53.3% | +17.5% | -70.8% | -58.2% |
| 1Y | -59.7% | +34.6% | -94.3% | -68.6% |
| All | -59.7% | +34.3% | -94.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling