-59.7%
KRMN vs SNY
+2.7%
-62.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.7% | -18.2% | -14.1% |
| 7D | -10.0% | +12.4% | -22.4% | -12.4% |
| 30D | +3.5% | +20.1% | -16.7% | -1.0% |
| 3M | -36.7% | +11.2% | -47.9% | -38.4% |
| 6M | -47.7% | +9.5% | -57.2% | -49.1% |
| YTD | -53.3% | +3.4% | -56.7% | -55.2% |
| 1Y | -59.7% | +2.0% | -61.7% | -61.7% |
| All | -59.7% | +2.7% | -62.4% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling