+17.2%
KRMN vs TAP
-27.9%
+45.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.9% | -10.3% | -11.4% |
| 7D | -12.9% | -5.1% | -7.8% | -13.7% |
| 30D | -43.3% | -8.4% | -34.9% | -44.2% |
| 3M | -27.2% | -3.9% | -23.3% | -27.3% |
| 6M | -66.8% | -14.4% | -52.4% | -67.6% |
| YTD | -51.9% | -14.7% | -37.1% | -53.6% |
| 1Y | -43.7% | -18.7% | -25.0% | -44.4% |
| All | +17.2% | -27.9% | +45.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling