+14.4%
KRMN vs RL
+24.6%
-10.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -15.1% | -2.2% | -12.9% | -14.2% |
| 30D | -44.5% | -15.3% | -29.1% | -40.4% |
| 3M | -25.0% | -10.3% | -14.7% | -21.5% |
| 6M | -66.5% | -2.2% | -64.3% | -66.3% |
| YTD | -53.0% | -4.3% | -48.7% | -52.7% |
| 1Y | -44.7% | +8.9% | -53.6% | -47.3% |
| All | +14.4% | +24.6% | -10.2% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling