+35.3%
KRMN vs RL
+43.4%
-8.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -10.9% | +2.6% | -13.4% | -11.8% |
| 30D | +34.9% | +2.9% | +32.0% | +32.7% |
| 3M | -32.8% | 0.0% | -32.8% | -33.1% |
| 6M | -39.6% | +17.1% | -56.7% | -43.9% |
| YTD | -44.4% | +10.1% | -54.6% | -47.6% |
| 1Y | -32.2% | +17.3% | -49.5% | -37.8% |
| All | +35.3% | +43.4% | -8.1% | +13.5% |
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 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