+17.4%
KRMN vs ZYBT
-64.0%
+81.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | -11.8% | -3.7% | -8.0% | -11.8% |
| 30D | -43.0% | 0.0% | -43.0% | -43.0% |
| 3M | -28.8% | +72.2% | -101.1% | -27.5% |
| 6M | -66.3% | +103.1% | -169.5% | -66.4% |
| YTD | -51.8% | +34.8% | -86.6% | -51.0% |
| 1Y | -44.7% | -83.2% | +38.5% | -38.8% |
| All | +17.4% | -64.0% | +81.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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