+17.4%
KRMN vs TMF
-23.8%
+41.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -11.8% | -5.1% | -6.7% | -10.3% |
| 30D | -43.0% | -4.6% | -38.4% | -42.2% |
| 3M | -28.8% | -16.6% | -12.3% | -25.0% |
| 6M | -66.3% | -19.9% | -46.5% | -64.1% |
| YTD | -51.8% | -20.2% | -31.6% | -48.7% |
| 1Y | -44.7% | -27.7% | -17.0% | -39.7% |
| All | +17.4% | -23.8% | +41.2% | +22.5% |
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