+35.3%
KRMN vs TMF
-27.9%
+63.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -10.9% | -9.3% | -1.6% | -8.2% |
| 30D | +34.9% | +1.9% | +33.0% | +34.0% |
| 3M | -32.8% | -11.2% | -21.6% | -30.7% |
| 6M | -39.6% | -17.7% | -21.9% | -36.3% |
| YTD | -44.4% | -24.5% | -20.0% | -40.2% |
| 1Y | -32.2% | -29.4% | -2.8% | -25.7% |
| All | +35.3% | -27.9% | +63.2% | +42.7% |
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