+17.4%
KRMN vs TCOM
-41.6%
+59.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -11.8% | -4.9% | -6.9% | -10.4% |
| 30D | -43.0% | -14.4% | -28.6% | -40.6% |
| 3M | -28.8% | -17.7% | -11.2% | -25.4% |
| 6M | -66.3% | -25.1% | -41.2% | -63.6% |
| YTD | -51.8% | -45.7% | -6.0% | -43.3% |
| 1Y | -44.7% | -47.9% | +3.2% | -34.2% |
| All | +17.4% | -41.6% | +59.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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