+17.4%
KRMN vs RNG
+98.0%
-80.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -11.8% | -6.1% | -5.7% | -11.7% |
| 30D | -43.0% | +9.6% | -52.6% | -43.0% |
| 3M | -28.8% | +83.3% | -112.2% | -28.8% |
| 6M | -66.3% | +77.9% | -144.3% | -66.5% |
| YTD | -51.8% | +139.9% | -191.7% | -53.0% |
| 1Y | -44.7% | +121.7% | -166.4% | -45.6% |
| All | +17.4% | +98.0% | -80.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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