+17.4%
KRMN vs SPY
+28.6%
-11.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.2% |
| 7D | -11.8% | -0.8% | -11.0% | -10.6% |
| 30D | -43.0% | -1.1% | -42.0% | -42.0% |
| 3M | -28.8% | +3.9% | -32.7% | -32.6% |
| 6M | -66.3% | +13.6% | -80.0% | -71.9% |
| YTD | -51.8% | +12.7% | -64.5% | -59.1% |
| 1Y | -44.7% | +17.5% | -62.2% | -55.1% |
| All | +17.4% | +28.6% | -11.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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