+32.1%
KRMN vs TXT
+8.8%
+23.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -31.8% | -11.1% | -20.8% | -25.8% |
| 3M | -20.0% | -13.0% | -7.1% | -11.6% |
| 6M | -60.5% | -16.2% | -44.3% | -55.4% |
| YTD | -45.8% | -8.7% | -37.0% | -42.6% |
| 1Y | -36.4% | -3.8% | -32.6% | -34.8% |
| All | +32.1% | +8.8% | +23.2% | +16.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling