-59.7%
KRMN vs TXT
+9.2%
-68.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.3% | -12.3% | -12.4% |
| 7D | -10.0% | +10.6% | -20.7% | -17.6% |
| 30D | +3.5% | +14.4% | -10.9% | -7.9% |
| 3M | -36.7% | -2.7% | -34.0% | -35.3% |
| 6M | -47.7% | -4.7% | -43.0% | -45.8% |
| YTD | -53.3% | -0.5% | -52.8% | -58.3% |
| 1Y | -59.7% | +8.7% | -68.4% | -69.1% |
| All | -59.7% | +9.2% | -68.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling