+17.4%
KRMN vs SARO
-14.2%
+31.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +1.3% |
| 7D | -11.8% | -3.1% | -8.7% | -9.5% |
| 30D | -43.0% | -12.2% | -30.8% | -37.0% |
| 3M | -28.8% | -7.4% | -21.5% | -24.8% |
| 6M | -66.3% | -15.3% | -51.1% | -62.3% |
| YTD | -51.8% | -16.2% | -35.6% | -45.4% |
| 1Y | -44.7% | -12.1% | -32.6% | -39.6% |
| All | +17.4% | -14.2% | +31.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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