+14.4%
KRMN vs SBAC
-9.9%
+24.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -2.2% |
| 7D | -15.1% | -5.3% | -9.9% | -14.8% |
| 30D | -44.5% | +0.4% | -44.9% | -44.5% |
| 3M | -25.0% | -11.9% | -13.1% | -24.1% |
| 6M | -66.5% | -4.5% | -62.1% | -66.7% |
| YTD | -53.0% | -4.3% | -48.7% | -53.1% |
| 1Y | -44.7% | -3.9% | -40.8% | -44.7% |
| All | +14.4% | -9.9% | +24.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling