+17.4%
KRMN vs TRU
-17.4%
+34.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -11.8% | -2.7% | -9.0% | -11.1% |
| 30D | -43.0% | -2.0% | -41.0% | -42.8% |
| 3M | -28.8% | +18.4% | -47.3% | -32.9% |
| 6M | -66.3% | +8.9% | -75.2% | -67.6% |
| YTD | -51.8% | -8.9% | -42.8% | -51.1% |
| 1Y | -44.7% | -15.9% | -28.8% | -42.2% |
| All | +17.4% | -17.4% | +34.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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