+14.4%
KRMN vs TAP
-27.9%
+42.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -15.1% | -5.3% | -9.9% | -15.9% |
| 30D | -44.5% | -7.4% | -37.1% | -45.2% |
| 3M | -25.0% | -4.9% | -20.1% | -25.3% |
| 6M | -66.5% | -14.2% | -52.3% | -67.3% |
| YTD | -53.0% | -14.8% | -38.2% | -54.7% |
| 1Y | -44.7% | -18.1% | -26.6% | -45.6% |
| All | +14.4% | -27.9% | +42.4% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling