+26.7%
LHX vs KRMN
+17.6%
+9.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -4.3% | -11.8% | +7.5% | -2.4% |
| 30D | -15.1% | -43.0% | +27.9% | -7.1% |
| 3M | -21.0% | -28.8% | +7.9% | -17.0% |
| 6M | -32.0% | -66.3% | +34.4% | -20.1% |
| YTD | -15.3% | -51.8% | +36.5% | -5.9% |
| 1Y | -11.1% | -44.7% | +33.6% | -2.9% |
| All | +26.7% | +17.6% | +9.1% | +26.7% |
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