-25.1%
KRMN vs SNY
+2.0%
-27.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -12.3% | -1.3% | -11.0% | -11.8% |
| 30D | -27.5% | +3.4% | -30.9% | -28.2% |
| 3M | -26.5% | -0.3% | -26.2% | -26.6% |
| 6M | -59.6% | +1.0% | -60.6% | -59.8% |
| YTD | -45.4% | -3.6% | -41.7% | -45.5% |
| 1Y | -25.1% | +3.0% | -28.1% | -30.9% |
| All | -25.1% | +2.0% | -27.1% | -30.9% |
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