+17.4%
KRMN vs USFR
+6.5%
+10.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +3.0% |
| 7D | -11.8% | +0.1% | -11.9% | -11.1% |
| 30D | -43.0% | +0.4% | -43.4% | -41.7% |
| 3M | -28.8% | +1.0% | -29.9% | -24.7% |
| 6M | -66.3% | +2.0% | -68.3% | -66.5% |
| YTD | -51.8% | +2.8% | -54.5% | -57.9% |
| 1Y | -44.7% | +4.1% | -48.8% | -65.2% |
| All | +17.4% | +6.5% | +10.9% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling