-59.7%
KRMN vs TDY
+22.9%
-82.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.8% | -8.8% | -6.8% |
| 7D | -10.0% | -5.0% | -5.0% | -2.5% |
| 30D | +3.5% | +2.0% | +1.5% | +2.1% |
| 3M | -36.7% | -7.7% | -29.0% | -28.7% |
| 6M | -47.7% | -0.9% | -46.8% | -46.0% |
| YTD | -53.3% | +23.7% | -77.0% | -64.2% |
| 1Y | -59.7% | +23.6% | -83.3% | -69.0% |
| All | -59.7% | +22.9% | -82.6% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling