+14.4%
KRMN vs SM
+4.0%
+10.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -15.1% | +2.1% | -17.3% | -15.2% |
| 30D | -44.5% | +18.1% | -62.6% | -44.8% |
| 3M | -25.0% | +17.0% | -42.0% | -25.3% |
| 6M | -66.5% | +55.4% | -122.0% | -68.2% |
| YTD | -53.0% | +108.6% | -161.6% | -57.6% |
| 1Y | -44.7% | +45.7% | -90.4% | -46.7% |
| All | +14.4% | +4.0% | +10.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling