+17.2%
KRMN vs SFM
-57.2%
+74.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.9% | -7.3% | -10.6% |
| 7D | -12.9% | -7.2% | -5.7% | -11.8% |
| 30D | -43.3% | -14.3% | -29.0% | -42.0% |
| 3M | -27.2% | -13.7% | -13.5% | -25.6% |
| 6M | -66.8% | -6.0% | -60.8% | -66.4% |
| YTD | -51.9% | -8.2% | -43.6% | -51.2% |
| 1Y | -43.7% | -46.2% | +2.6% | -34.6% |
| All | +17.2% | -57.2% | +74.4% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling