-32.8%
LEN vs KRMN
+17.4%
-50.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.7% | +1.3% |
| 7D | -3.4% | -12.9% | +9.5% | -2.4% |
| 30D | -5.7% | -43.3% | +37.7% | -1.6% |
| 3M | -12.2% | -27.2% | +15.0% | -10.5% |
| 6M | -18.3% | -66.8% | +48.5% | -13.1% |
| YTD | -20.2% | -51.9% | +31.7% | -16.9% |
| 1Y | -40.1% | -43.7% | +3.6% | -38.4% |
| All | -32.8% | +17.4% | -50.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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