+14.4%
KRMN vs SPY
+27.5%
-13.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.4% |
| 7D | -15.1% | -2.0% | -13.1% | -12.3% |
| 30D | -44.5% | -1.7% | -42.8% | -42.9% |
| 3M | -25.0% | +4.7% | -29.8% | -29.8% |
| 6M | -66.5% | +12.5% | -79.0% | -71.6% |
| YTD | -53.0% | +11.7% | -64.7% | -59.6% |
| 1Y | -44.7% | +17.5% | -62.2% | -55.0% |
| All | +14.4% | +27.5% | -13.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling