+17.4%
KRMN vs SM
+3.8%
+13.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -11.8% | +4.6% | -16.3% | -11.9% |
| 30D | -43.0% | +18.2% | -61.2% | -43.3% |
| 3M | -28.8% | +22.5% | -51.4% | -29.3% |
| 6M | -66.3% | +50.6% | -116.9% | -67.8% |
| YTD | -51.8% | +108.1% | -159.9% | -56.5% |
| 1Y | -44.7% | +46.0% | -90.7% | -46.7% |
| All | +17.4% | +3.8% | +13.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling