+17.4%
KRMN vs URA
+57.5%
-40.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +4.5% |
| 7D | -11.8% | -5.5% | -6.3% | -8.8% |
| 30D | -43.0% | -3.7% | -39.3% | -42.1% |
| 3M | -28.8% | -2.9% | -25.9% | -28.2% |
| 6M | -66.3% | -15.2% | -51.1% | -63.7% |
| YTD | -51.8% | +1.9% | -53.7% | -52.0% |
| 1Y | -44.7% | +6.9% | -51.6% | -46.8% |
| All | +17.4% | +57.5% | -40.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling