+17.2%
KRMN vs RL
+24.3%
-7.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.3% | -7.9% | -9.8% |
| 7D | -12.9% | -0.3% | -12.6% | -12.6% |
| 30D | -43.3% | -17.5% | -25.8% | -38.5% |
| 3M | -27.2% | -14.0% | -13.2% | -22.4% |
| 6M | -66.8% | -2.0% | -64.8% | -66.6% |
| YTD | -51.9% | -4.6% | -47.3% | -51.5% |
| 1Y | -43.7% | +9.5% | -53.2% | -46.4% |
| All | +17.2% | +24.3% | -7.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling