+34.8%
KRMN vs TMF
-26.9%
+61.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -4.9% | -8.1% |
| 7D | +26.2% | -8.2% | +34.4% | +29.4% |
| 30D | +34.3% | +5.3% | +29.0% | +32.2% |
| 3M | -34.6% | -8.5% | -26.1% | -33.2% |
| 6M | -35.2% | -17.2% | -18.0% | -31.8% |
| YTD | -44.6% | -23.4% | -21.2% | -40.7% |
| 1Y | -40.2% | -30.2% | -10.0% | -34.3% |
| All | +34.8% | -26.9% | +61.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling