+17.2%
KRMN vs TMF
-21.2%
+38.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.7% | -9.6% | -10.8% |
| 7D | -12.9% | -0.9% | -12.0% | -12.6% |
| 30D | -43.3% | -1.0% | -42.4% | -43.2% |
| 3M | -27.2% | -11.3% | -15.9% | -24.7% |
| 6M | -66.8% | -22.7% | -44.1% | -64.4% |
| YTD | -51.9% | -17.3% | -34.5% | -49.3% |
| 1Y | -43.7% | -22.5% | -21.2% | -39.7% |
| All | +17.2% | -21.2% | +38.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling