+14.4%
KRMN vs XPO
+25.5%
-11.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.1% |
| 7D | -15.1% | -1.3% | -13.8% | -14.7% |
| 30D | -44.5% | -10.4% | -34.1% | -42.8% |
| 3M | -25.0% | -15.7% | -9.3% | -21.7% |
| 6M | -66.5% | -6.3% | -60.2% | -66.3% |
| YTD | -53.0% | +34.2% | -87.2% | -58.0% |
| 1Y | -44.7% | +39.9% | -84.7% | -51.5% |
| All | +14.4% | +25.5% | -11.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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