+17.4%
KRMN vs TDY
+19.5%
-2.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.1% |
| 7D | -11.8% | -1.1% | -10.6% | -10.3% |
| 30D | -43.0% | -12.0% | -31.0% | -33.1% |
| 3M | -28.8% | -3.2% | -25.6% | -25.3% |
| 6M | -66.3% | -7.9% | -58.5% | -62.3% |
| YTD | -51.8% | +18.2% | -70.0% | -59.1% |
| 1Y | -44.7% | +6.7% | -51.4% | -47.4% |
| All | +17.4% | +19.5% | -2.1% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling