+32.1%
KRMN vs SM
+2.9%
+29.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.8% |
| 7D | -3.4% | -0.2% | -3.3% | -3.4% |
| 30D | -31.8% | +31.5% | -63.4% | -32.5% |
| 3M | -20.0% | +17.3% | -37.4% | -20.4% |
| 6M | -60.5% | +48.5% | -109.0% | -62.2% |
| YTD | -45.8% | +106.3% | -152.0% | -51.1% |
| 1Y | -36.4% | +47.3% | -83.7% | -38.9% |
| All | +32.1% | +2.9% | +29.2% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling