-59.7%
KRMN vs SFM
-35.8%
-23.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.6% | -17.2% | -13.3% |
| 7D | -10.0% | -12.3% | +2.2% | -9.9% |
| 30D | +3.5% | -16.2% | +19.7% | +3.9% |
| 3M | -36.7% | -36.8% | +0.1% | -34.5% |
| 6M | -47.7% | -32.6% | -15.1% | -45.6% |
| YTD | -53.3% | -31.7% | -21.6% | -51.6% |
| 1Y | -59.7% | -35.0% | -24.7% | -58.3% |
| All | -59.7% | -35.8% | -23.8% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling