+17.2%
KRMN vs USFR
+6.4%
+10.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | 0.0% | -11.3% | -11.3% |
| 7D | -12.9% | +0.1% | -12.9% | -12.5% |
| 30D | -43.3% | +0.3% | -43.6% | -42.2% |
| 3M | -27.2% | +1.0% | -28.2% | -23.3% |
| 6M | -66.8% | +1.9% | -68.7% | -67.2% |
| YTD | -51.9% | +2.7% | -54.5% | -58.1% |
| 1Y | -43.7% | +4.0% | -47.6% | -64.7% |
| All | +17.2% | +6.4% | +10.8% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling