+14.4%
KRMN vs SFM
-57.7%
+72.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.2% |
| 7D | -15.1% | -8.8% | -6.4% | -13.9% |
| 30D | -44.5% | -14.5% | -30.0% | -43.2% |
| 3M | -25.0% | -16.8% | -8.2% | -23.0% |
| 6M | -66.5% | -5.3% | -61.2% | -66.2% |
| YTD | -53.0% | -9.4% | -43.6% | -52.2% |
| 1Y | -44.7% | -46.2% | +1.4% | -36.1% |
| All | +14.4% | -57.7% | +72.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling