+14.4%
KRMN vs VSXY
+122.5%
-108.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.0% |
| 7D | -15.1% | -0.3% | -14.8% | -15.1% |
| 30D | -44.5% | -22.1% | -22.4% | -43.1% |
| 3M | -25.0% | -1.1% | -23.9% | -25.3% |
| 6M | -66.5% | +53.8% | -120.4% | -68.7% |
| YTD | -53.0% | +35.5% | -88.5% | -55.4% |
| 1Y | -44.7% | +186.0% | -230.7% | -51.9% |
| All | +14.4% | +122.5% | -108.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling