+17.4%
KRMN vs RY
+79.2%
-61.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -11.8% | -2.2% | -9.5% | -9.4% |
| 30D | -43.0% | -3.6% | -39.5% | -40.6% |
| 3M | -28.8% | +3.9% | -32.8% | -31.7% |
| 6M | -66.3% | +26.4% | -92.7% | -74.0% |
| YTD | -51.8% | +22.3% | -74.1% | -61.5% |
| 1Y | -44.7% | +43.7% | -88.4% | -62.1% |
| All | +17.4% | +79.2% | -61.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling