-44.7%
KRMN vs TXT
0.0%
-44.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +0.9% |
| 7D | -11.8% | +2.5% | -14.2% | -13.4% |
| 30D | -43.0% | -8.9% | -34.2% | -38.9% |
| 3M | -28.8% | -13.6% | -15.3% | -21.2% |
| 6M | -66.3% | -13.1% | -53.3% | -63.2% |
| YTD | -51.8% | -7.0% | -44.8% | -50.2% |
| 1Y | -44.7% | -1.4% | -43.3% | -43.4% |
| All | -44.7% | 0.0% | -44.7% | -43.4% |
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