+33.0%
KRMN vs RL
+30.0%
+3.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -2.2% |
| 7D | -12.3% | -0.8% | -11.5% | -11.9% |
| 30D | -27.5% | -7.8% | -19.7% | -24.9% |
| 3M | -26.5% | -4.0% | -22.5% | -25.3% |
| 6M | -59.6% | -1.9% | -57.7% | -59.5% |
| YTD | -45.4% | -0.2% | -45.2% | -46.0% |
| 1Y | -25.1% | +10.7% | -35.8% | -29.4% |
| All | +33.0% | +30.0% | +3.0% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling