+32.1%
KRMN vs RVTY
+14.6%
+17.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -31.8% | +10.8% | -42.7% | -34.1% |
| 3M | -20.0% | +26.8% | -46.8% | -26.0% |
| 6M | -60.5% | +39.3% | -99.8% | -64.6% |
| YTD | -45.8% | +31.6% | -77.4% | -50.8% |
| 1Y | -36.4% | +47.7% | -84.0% | -43.3% |
| All | +32.1% | +14.6% | +17.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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