+17.4%
KRMN vs VSXY
+129.3%
-111.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | -11.8% | +0.1% | -11.9% | -11.7% |
| 30D | -43.0% | -18.7% | -24.3% | -41.9% |
| 3M | -28.8% | -4.0% | -24.9% | -28.8% |
| 6M | -66.3% | +67.5% | -133.8% | -68.8% |
| YTD | -51.8% | +39.7% | -91.4% | -54.4% |
| 1Y | -44.7% | +180.0% | -224.7% | -51.7% |
| All | +17.4% | +129.3% | -111.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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