+17.4%
KRMN vs RL
+25.5%
-8.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -11.8% | -3.4% | -8.3% | -10.3% |
| 30D | -43.0% | -14.4% | -28.6% | -39.1% |
| 3M | -28.8% | -13.6% | -15.3% | -24.4% |
| 6M | -66.3% | +0.6% | -66.9% | -66.5% |
| YTD | -51.8% | -3.6% | -48.2% | -51.6% |
| 1Y | -44.7% | +8.3% | -53.0% | -47.2% |
| All | +17.4% | +25.5% | -8.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling