+17.4%
KRMN vs TKO
+10.3%
+7.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -11.8% | +2.3% | -14.1% | -12.5% |
| 30D | -43.0% | -2.5% | -40.5% | -42.4% |
| 3M | -28.8% | -10.6% | -18.2% | -25.8% |
| 6M | -66.3% | -5.1% | -61.3% | -66.0% |
| YTD | -51.8% | -8.2% | -43.6% | -50.9% |
| 1Y | -44.7% | -4.4% | -40.3% | -45.1% |
| All | +17.4% | +10.3% | +7.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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